Pages that link to "Item:Q2373578"

The following pages link to Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578):

Displaying 33 items.

• Invariant Co-Ordinate Selection (Q82621) (← links)
• Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
• Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164) (← links)
• A canonical definition of shape (Q730743) (← links)
• A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods (Q853950) (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
• \(k\)-step shape estimators based on spatial signs and ranks (Q989265) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• Optimal detection of Fechner-asymmetry (Q1031761) (← links)
• Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• Inference for vast dimensional elliptical distributions (Q2259103) (← links)
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
• Optimal rank-based tests for common principal components (Q2435252) (← links)
• The \(k\)-step spatial sign covariance matrix (Q2442779) (← links)
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
• Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
• Tests and estimates of shape based on spatial signs and ranks (Q3611824) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• Efficient R-Estimation of Principal and Common Principal Components (Q4975560) (← links)
• A class of optimization problems motivated by rank estimators in robust regression (Q5093682) (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
• A review of Tyler's shape matrix and its extensions (Q6606394) (← links)
• A conversation with Marc Hallin (Q6612362) (← links)