Pages that link to "Item:Q4665893"
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The following pages link to Estimates of Regression Coefficients Based on the Sign Covariance Matrix (Q4665893):
Displayed 15 items.
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Multivariate least-trimmed squares regression estimator (Q957111) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- The asymptotic covariance matrix of the Oja median. (Q1423116) (← links)
- Sign test of independence between two random vectors. (Q1423264) (← links)
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
- A scatter matrix estimate based on the zonotope (Q1431434) (← links)
- Affine equivariant multivariate rank methods (Q1874097) (← 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)
- Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
- The multivariate least-trimmed squares estimator (Q2476138) (← links)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Robust Multivariate Regression When There is Heteroscedasticity (Q3616246) (← links)