Pages that link to "Item:Q2476138"

The following pages link to The multivariate least-trimmed squares estimator (Q2476138):

Displaying 38 items.

• The minimum regularized covariance determinant estimator (Q92466) (← links)
• Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• On the statistical efficiency of robust estimators of multivariate location (Q537472) (← links)
• Estimates of MM type for the multivariate linear model (Q549921) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Principal component regression for data containing outliers and missing elements (Q961870) (← links)
• Robust online signal extraction from multivariate time series (Q962348) (← links)
• Transition thresholds and transition operators for binarization and edge detection (Q991922) (← links)
• Multivariate generalized S-estimators (Q1006669) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• Outlier detection via a block diagonal product estimator (Q2109298) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models (Q2445794) (← links)
• Robust estimation for the multivariate linear model based on a \(\tau\)-scale (Q2499081) (← links)
• Robust estimation of Cronbach's alpha (Q2499084) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158) (← links)
• Outlier detection for multinomial data with a large number of categories (Q3387057) (← links)
• Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter (Q3391872) (← links)
• Robust Multivariate Regression When There is Heteroscedasticity (Q3616246) (← links)
• Global non-smooth optimization in robust multivariate regression (Q4924107) (← links)
• Thresholding-based outlier detection for high-dimensional data (Q4960672) (← links)
• Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
• Robust mixture regression modeling using the least trimmed squares (LTS)-estimation method (Q5084988) (← links)
• A robust functional time series forecasting method (Q5107356) (← links)
• Robust Estimation of Multi-response Surfaces Considering Correlation Structure (Q5177579) (← links)
• On Huber's contaminated model (Q6097757) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
• A discussion on the robust vector autoregressive models: novel evidence from safe haven assets (Q6601555) (← links)
• Minimum covariance determinant and extensions (Q6602189) (← links)
• Dynamic Vector Mode Regression (Q6626341) (← links)
• Fast Robust Location and Scatter Estimation: A Depth-based Method (Q6631174) (← links)
• Robust Function-on-Function Regression (Q6631900) (← links)