| Publication | Date of Publication | Type |
|---|
| Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation | 2022-03-29 | Paper |
| Asymptotic and bootstrap tests for subspace dimension | 2022-01-03 | Paper |
| On the variability of the sample covariance matrix under complex elliptical distributions | 2021-08-18 | Paper |
| Lassoing eigenvalues | 2020-06-09 | Paper |
| Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation | 2019-03-19 | Paper |
| Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix | 2018-08-22 | Paper |
| Complex Elliptically Symmetric Distributions: Survey, New Results and Applications | 2018-07-18 | Paper |
| On the Computation of Symmetrized M-Estimators of Scatter | 2017-02-15 | Paper |
| Asymptotic and bootstrap tests for the dimension of the non-Gaussian subspace | 2017-01-24 | Paper |
| On the eigenvalues of the spatial sign covariance matrix in more than two dimensions | 2016-04-22 | Paper |
| A cautionary note on robust covariance plug-in methods | 2015-12-11 | Paper |
| Corrigendum to ``The spatial sign covariance matrix with unknown location | 2015-02-04 | Paper |
| Robust estimators for nondecomposable elliptical graphical models | 2014-12-22 | Paper |
| The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions | 2014-10-02 | Paper |
| A characterization of elliptical distributions and some optimality properties of principal components for functional data | 2014-09-08 | Paper |
| The spatial sign covariance matrix with unknown location | 2014-07-24 | Paper |
| Breakdown Properties of the M-Estimators of Multivariate Scatter | 2014-06-18 | Paper |
| The asymptotic efficiency of the spatial median for elliptically symmetric distributions | 2013-08-02 | Paper |
| Invariant Co-Ordinate Selection | 2012-10-25 | Paper |
| Robust functional principal components: a projection-pursuit approach | 2012-09-03 | Paper |
| A note on multivariate location and scatter statistics for sparse data sets | 2010-08-26 | Paper |
| Invariant Co-Ordinate Selection | 2009-06-01 | Paper |
| Tests and estimates of shape based on spatial signs and ranks | 2009-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455544 | 2008-04-03 | Paper |
| On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression | 2007-07-23 | Paper |
| On the Breakdown Properties of Some Multivariate M-Functionals* | 2006-05-24 | Paper |
| The spectral envelope and its applications. | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456276 | 2004-03-16 | Paper |
| Optimal transformations and the spectral envelope for real-valued time series | 2004-02-12 | Paper |
| Dissimilarity computation through low rank corrections | 2003-08-19 | Paper |
| On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. | 2002-11-14 | Paper |
| Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates | 2002-11-14 | Paper |
| Local spectral envelope: An approach using dyadic tree-based adaptive segmentation | 2002-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236686 | 1999-07-05 | Paper |
| Matching sequences: Cross-spectral analysis of categorical time series | 1998-01-01 | Paper |
| Constrained \(M\)-estimation for multivariate location and scatter | 1997-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866177 | 1996-03-04 | Paper |
| A curious likelihood identity for the multivariate t-distribution | 1995-08-20 | Paper |
| Finite sample breakdown points of projection based multivariate location and scatter statistics | 1995-01-15 | Paper |
| Spectral analysis for categorical time series: Scaling and the spectral envelope | 1994-10-25 | Paper |
| The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis | 1994-09-13 | Paper |
| Redescending \(M\)-estimates of multivariate location and scatter | 1992-06-28 | Paper |
| On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix | 1992-06-25 | Paper |
| Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter | 1988-01-01 | Paper |
| A distribution-free M-estimator of multivariate scatter | 1987-01-01 | Paper |
| Statistical analysis for the angular central Gaussian distribution on the sphere | 1987-01-01 | Paper |
| Magnitudinal effects in the normal multivariate model | 1986-01-01 | Paper |
| A class of asymptotic tests for principal component vectors | 1983-01-01 | Paper |
| The asymptotic distribution of principal component roots under local alternatives to multiple roots | 1983-01-01 | Paper |
| Robustness and efficiency properties of scatter matrices | 1983-01-01 | Paper |
| On the optimality of the simultaneous redundancy transformations | 1982-01-01 | Paper |
| Radial estimates and the test for sphericity | 1982-01-01 | Paper |
| Asymptotic inference for eigenvectors | 1981-01-01 | Paper |
| Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation | 0001-01-03 | Paper |
