Pages that link to "Item:Q745468"
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The following pages link to The minimum weighted covariance determinant estimator (Q745468):
Displaying 12 items.
- Optimization techniques for robust multivariate location and scatter estimation (Q281780) (← links)
- On elliptical quantiles in the quantile regression setup (Q391531) (← links)
- The minimum weighted covariance determinant estimator (Q745468) (← links)
- Optimization techniques for multivariate least trimmed absolute deviation estimation (Q1680490) (← links)
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
- Regression Neural Networks with a Highly Robust Loss Function (Q5141227) (← links)
- A Comparison of Robust Model Choice Criteria Within a Metalearning Study (Q5141232) (← links)
- The minimum weighted covariance determinant estimator revisited (Q5867429) (← links)
- The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)