David E. Tyler

Available identifiers

zbMath Open tyler.david-eWikidataQ102348249 ScholiaQ102348249MaRDI QIDQ273840

List of research outcomes

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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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