Pages that link to "Item:Q900488"
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The following pages link to High-breakdown robust multivariate methods (Q900488):
Displaying 50 items.
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- Robust statistic for the one-way MANOVA (Q92460) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Snipping for robust \(k\)-means clustering under component-wise contamination (Q260978) (← links)
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model (Q311284) (← links)
- Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
- Robust principal component analysis via ES-algorithm (Q395949) (← links)
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Error rates for multivariate outlier detection (Q452626) (← links)
- Least quantile regression via modern optimization (Q482902) (← links)
- Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- Fast approximate \(L_\infty\) minimization: speeding up robust regression (Q1623573) (← links)
- Outlier detection in interval data (Q1630889) (← links)
- Fitting parabolas in noisy images (Q1654260) (← links)
- Evolutionary optimization for robust epipolar-geometry estimation and outlier detection (Q1657044) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Small area estimation based on M-quantile models in presence of outliers in auxiliary variables (Q1689487) (← links)
- A plug-in approach to sparse and robust principal component analysis (Q1694017) (← links)
- Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
- Implicitly weighted methods in robust image analysis (Q1932999) (← links)
- Assessing robustness of classification using an angular breakdown point (Q1990584) (← links)
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
- Fusing data depth with complex networks: community detection with prior information (Q2002721) (← links)
- Depth-based classification for relational data with multiple attributes (Q2034448) (← links)
- Outlier detection in non-elliptical data by kernel MRCD (Q2058886) (← links)
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Inference for robust canonical variate analysis (Q2442782) (← links)
- Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models (Q2445794) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
- Robust sparse principal component analysis: situation of full sparseness (Q2688809) (← links)
- Robust Principal Component Functional Logistic Regression (Q2809599) (← links)
- Robust estimation for the Cox regression model based on trimming (Q2889667) (← links)
- Some notes on robust sure independence screening (Q2953272) (← links)
