The following pages link to Sign and rank covariance matrices (Q5928952):
Displaying 44 items.
- Invariant Co-Ordinate Selection (Q82621) (← links)
- Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
- Robust functional principal components: a projection-pursuit approach (Q449971) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
- \(k\)-step shape estimators based on spatial signs and ranks (Q989265) (← links)
- Derived components regression using the BACON algorithm (Q1010390) (← links)
- Independent component analysis based on symmetrised scatter matrices (Q1020181) (← links)
- The asymptotic covariance matrix of the Oja median. (Q1423116) (← links)
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
- A scatter matrix estimate based on the zonotope (Q1431434) (← links)
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) (Q1568302) (← links)
- The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
- Covariance matrix estimation for left-censored data (Q1663141) (← links)
- Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
- Affine equivariant multivariate rank methods (Q1874097) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Outlier detection in non-elliptical data by kernel MRCD (Q2058886) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- On the eigenvectors of large-dimensional sample spatial sign covariance matrices (Q2101471) (← links)
- Note on asymptotic behavior of spatial sign autocovariance matrices (Q2107577) (← links)
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- The spatial sign covariance matrix with unknown location (Q2252888) (← links)
- Spatial sign correlation (Q2256748) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- A generalized spatial sign covariance matrix (Q2418507) (← links)
- Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
- Outlier detection for compositional data using robust methods (Q2426969) (← links)
- Outlier resistant estimators for canonical correlation analysis (Q3297960) (← links)
- DetMCD in a Calibration Framework (Q3298520) (← links)
- Tests and estimates of shape based on spatial signs and ranks (Q3611824) (← links)
- (Q4606893) (← links)
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
- Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350) (← links)
- Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
- Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression (Q5280268) (← links)
- Symmetric Gini covariance and correlation (Q5507361) (← links)
- Robustness of principal component analysis with Spearman's rank matrix (Q6537386) (← links)
- Robust signal dimension estimation via SURE (Q6581311) (← links)
- Minimum covariance determinant and extensions (Q6602189) (← links)
- On robust estimators of a sphericity measure in high dimension (Q6606403) (← links)
- Large-Dimensional Factor Analysis Without Moment Constraints (Q6620853) (← links)
- Fast Robust Correlation for High-Dimensional Data (Q6631879) (← links)
