David E. Tyler

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Linear pooling of sample covariance matrices IEEE Transactions on Signal Processing	2024-09-12	Paper
Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation Journal of Computational and Graphical Statistics	2022-03-29	Paper
Asymptotic and bootstrap tests for subspace dimension Journal of Multivariate Analysis	2022-01-03	Paper
On the variability of the sample covariance matrix under complex elliptical distributions	2021-08-18	Paper
Lassoing eigenvalues Biometrika	2020-06-09	Paper
Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation (available as arXiv preprint)	2019-03-19	Paper
Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix IEEE Transactions on Signal Processing	2018-08-22	Paper
Complex Elliptically Symmetric Distributions: Survey, New Results and Applications IEEE Transactions on Signal Processing	2018-07-18	Paper
On the computation of symmetrized M-estimators of scatter Recent Advances in Robust Statistics: Theory and Applications	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 Statistics & Probability Letters	2016-04-22	Paper
A cautionary note on robust covariance plug-in methods Biometrika	2015-12-11	Paper
Corrigendum to ``The spatial sign covariance matrix with unknown location'' Journal of Multivariate Analysis	2015-02-04	Paper
Robust estimators for nondecomposable elliptical graphical models Biometrika	2014-12-22	Paper
The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions Biometrika	2014-10-02	Paper
A characterization of elliptical distributions and some optimality properties of principal components for functional data Journal of Multivariate Analysis	2014-09-08	Paper
The spatial sign covariance matrix with unknown location Journal of Multivariate Analysis	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 Sankhyā. Series B	2013-08-02	Paper
Invariant co-ordinate selection (with discussion) Journal of the Royal Statistical Society. Series B. Statistical Methodology	2012-10-25	Paper
Robust functional principal components: a projection-pursuit approach The Annals of Statistics	2012-09-03	Paper
Robust functional principal components: a projection-pursuit approach The Annals of Statistics	2012-09-03	Paper
A note on multivariate location and scatter statistics for sparse data sets Statistics & Probability Letters	2010-08-26	Paper
Invariant co-ordinate selection (with discussion) Journal of the Royal Statistical Society. Series B. Statistical Methodology	2009-06-01	Paper
Tests and estimates of shape based on spatial signs and ranks Journal of Nonparametric Statistics	2009-03-03	Paper
On the efficiency of invariant multivariate sign and rank tests	2008-04-03	Paper
On the maximum bias functions of $MM$-estimates and constrained $M$-estimates of regression The Annals of Statistics	2007-07-23	Paper
On the Breakdown Properties of Some Multivariate M-Functionals* Scandinavian Journal of Statistics	2006-05-24	Paper
The spectral envelope and its applications. Statistical Science	2004-05-27	Paper
scientific article; zbMATH DE number 2058051 (Why is no real title available?)	2004-03-16	Paper
Optimal transformations and the spectral envelope for real-valued time series Journal of Statistical Planning and Inference	2004-02-12	Paper
Dissimilarity computation through low rank corrections Pattern Recognition Letters	2003-08-19	Paper
On the uniqueness of $S$-functionals and $M$-functionals under nonelliptical distributions. The Annals of Statistics	2002-11-14	Paper
Regularity and uniqueness for constrained $M$-estimates and redescending $M$-estimates The Annals of Statistics	2002-11-14	Paper
Local spectral envelope: An approach using dyadic tree-based adaptive segmentation Annals of the Institute of Statistical Mathematics	2002-08-20	Paper
scientific article; zbMATH DE number 1270014 (Why is no real title available?)	1999-07-05	Paper
Matching sequences: Cross-spectral analysis of categorical time series Biometrika	1998-01-01	Paper
Constrained $M$-estimation for multivariate location and scatter The Annals of Statistics	1997-05-28	Paper
scientific article; zbMATH DE number 850161 (Why is no real title available?)	1996-03-04	Paper
A curious likelihood identity for the multivariate t-distribution Communications in Statistics. Simulation and Computation	1995-08-20	Paper
Finite sample breakdown points of projection based multivariate location and scatter statistics The Annals of Statistics	1995-01-15	Paper
Spectral analysis for categorical time series: Scaling and the spectral envelope Biometrika	1994-10-25	Paper
The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis Journal of Multivariate Analysis	1994-09-13	Paper
Redescending $M$-estimates of multivariate location and scatter The Annals of Statistics	1992-06-28	Paper
On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix The Annals of Statistics	1992-06-25	Paper
Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter SIAM Journal on Scientific and Statistical Computing	1988-01-01	Paper
A distribution-free M-estimator of multivariate scatter The Annals of Statistics	1987-01-01	Paper
Statistical analysis for the angular central Gaussian distribution on the sphere Biometrika	1987-01-01	Paper
Magnitudinal effects in the normal multivariate model The Annals of Statistics	1986-01-01	Paper
Robustness and efficiency properties of scatter matrices Biometrika	1983-01-01	Paper
A class of asymptotic tests for principal component vectors The Annals of Statistics	1983-01-01	Paper
The asymptotic distribution of principal component roots under local alternatives to multiple roots The Annals of Statistics	1983-01-01	Paper
Radial estimates and the test for sphericity Biometrika	1982-01-01	Paper
On the optimality of the simultaneous redundancy transformations Psychometrika	1982-01-01	Paper
Asymptotic inference for eigenvectors The Annals of Statistics	1981-01-01	Paper

Research outcomes over time

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