Pages that link to "Item:Q1969078"

The following pages link to Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078):

Displaying 50 items.

• Robust tools for the imperfect world (Q92459) (← links)
• The minimum regularized covariance determinant estimator (Q92466) (← links)
• ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
• Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
• Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• Robust Hotelling \(T^2\) control chart with consistent minimum vector variance (Q473581) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
• Comparing robust generalized variances and comments on efficiency (Q713706) (← 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)
• Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
• Using robust dispersion estimation in support vector machines (Q898231) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
• Implementing the Bianco and Yohai estimator for logistic regression (Q956758) (← links)
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator (Q956805) (← links)
• Fast and robust discriminant analysis (Q956834) (← links)
• Fast and robust bootstrap for LTS (Q957149) (← links)
• Robust dimension reduction based on canonical correlation (Q958917) (← links)
• Robust online signal extraction from multivariate time series (Q962348) (← links)
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness (Q1003777) (← links)
• The importance of the scales in heterogeneous robust clustering (Q1020101) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• Principal component analysis for data containing outliers and missing elements (Q1023501) (← links)
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data (Q1023535) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
• Efficiency of the pMST and RDELA location and scatter estimators (Q1621955) (← links)
• Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
• Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
• Partial influence functions (Q1861398) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Robust factor analysis. (Q1867199) (← links)
• Affine equivariant multivariate rank methods (Q1874097) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
• Outlier detection in non-elliptical data by kernel MRCD (Q2058886) (← links)
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
• Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
• Spatial sign correlation (Q2256748) (← links)
• Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
• Adaptive exponential power depth with application to classification (Q2317183) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Robust exponential smoothing of multivariate time series (Q2445753) (← links)