Pages that link to "Item:Q1422445"
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The following pages link to Exploring multivariate data with the forward search. (Q1422445):
Displaying 50 items.
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Robust analysis of bibliometric data (Q257422) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Forward search outlier detection in data envelopment analysis (Q421736) (← links)
- New robust dynamic plots for regression mixture detection (Q481921) (← links)
- Hubert, Rousseeuw and Segaert: ``Multivariate functional outlier detection'' (Q497806) (← links)
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS (Q693263) (← links)
- Object detection in multi-epoch data (Q713849) (← links)
- Robust double clustering: a method based on alternating concentration steps (Q734384) (← links)
- The Gaussian rank correlation estimator: robustness properties (Q746226) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection (Q961842) (← links)
- Testing normality in the presence of outliers (Q1019490) (← links)
- The importance of the scales in heterogeneous robust clustering (Q1020101) (← links)
- Exploratory tools for clustering multivariate data (Q1020815) (← links)
- Density estimation of a unimodal continuous distribution in the presence of outliers (Q1787820) (← links)
- Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
- Transformation mixture modeling for skewed data groups with heavy tails and scatter (Q1995820) (← links)
- Robust clustering around regression lines with high density regions (Q2009033) (← links)
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions (Q2013638) (← links)
- The Box-Cox transformation: review and extensions (Q2038300) (← links)
- On finite mixture modeling of change-point processes (Q2129299) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Influence diagnostics in elliptical spatial linear models (Q2351818) (← links)
- Integrated bank risk modeling: a bottom-up statistical framework (Q2355958) (← links)
- Studying crime trends in the USA over the years 2000--2012 (Q2418097) (← links)
- The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
- A sequential distance-based approach for imputing missing data: forward imputation (Q2418314) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Identification of local multivariate outliers (Q2442681) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- A review of robust clustering methods (Q2442776) (← links)
- Inference for robust canonical variate analysis (Q2442782) (← links)
- Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- Outliers detection in multivariate spatial linear models (Q2581804) (← links)
- A necessary Bayesian nonparametric test for assessing multivariate normality (Q2670674) (← links)
- Finding an Unknown Number of Multivariate Outliers (Q2920276) (← links)
- Determining the Number of Clusters Using Multivariate Ranks (Q2963606) (← links)
- Influence Analysis on Discriminant Coordinates (Q3087564) (← links)
- Robust Principal Component Analysis Based on Pairwise Correlation Estimators (Q3298518) (← links)
- Robust classification with categorical variables (Q3298638) (← links)
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS (Q3429841) (← links)
- Some small-sample properties of some recently proposed multivariate outlier detection techniques (Q3527732) (← links)
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics (Q3615075) (← links)
- Robust Transformations in Univariate and Multivariate Time Series (Q3615088) (← links)
- Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
