The following pages link to Depth weighted scatter estimators (Q1781165):
Displaying 19 items.
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Computing projection depth and its associated estimators (Q892443) (← links)
- Robust tests for the common principal components model (Q998988) (← links)
- Robust learning from bites for data mining (Q1020821) (← links)
- Differentiability of \(t\)-functionals of location and scatter (Q1020987) (← links)
- Projection based scatter depth functions and associated scatter estimators (Q1041070) (← links)
- Robust depth-based estimation of the functional autoregressive model (Q1615262) (← links)
- Asymptotics of generalized depth-based spread processes and applications (Q1755133) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Empirical depth processes (Q2474780) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter (Q3391872) (← links)
- Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
- Non-convex penalized multitask regression using data depth-based penalties (Q6541446) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
