Pages that link to "Item:Q1816989"

The following pages link to Constrained \(M\)-estimation for multivariate location and scatter (Q1816989):

Displaying 37 items.

• Invariant Co-Ordinate Selection (Q82621) (← links)
• The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
• Estimates of MM type for the multivariate linear model (Q549921) (← links)
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale (Q636167) (← links)
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
• Inferences based on multiple skipped correlations (Q956750) (← links)
• Robust online signal extraction from multivariate time series (Q962348) (← links)
• Propagation of outliers in multivariate data (Q1002160) (← links)
• A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
• Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
• Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
• Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
• Depth weighted scatter estimators (Q1781165) (← links)
• Backward nested descriptors asymptotics with inference on stem cell differentiation (Q1800791) (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
• Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates (Q1848861) (← links)
• The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
• The influence function and maximum bias of Tukey's median (Q1873616) (← links)
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data. (Q1884609) (← links)
• On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
• A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
• Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
• On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter (Q3155646) (← links)
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
• (Q5156861) (← links)
• On the Breakdown Properties of Some Multivariate M-Functionals* (Q5467691) (← links)
• “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000. (Q5718227) (← links)
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules. (Q5940877) (← links)
• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)