Robust m-estimators of multivariate location and scatter

Cited In (only showing first 100 items - show all)

Asymptotics of reweighted estimators of multivariate location and scatter
Robust modifications of U-statistics and applications to covariance estimation problems
Fourth moments and independent component analysis
Asymptotic distributions of robust shape matrices and scales
Fast and robust bootstrap
Descriptive statistics for multivariate distributions
Robust estimation in simultaneous equations models
Robust estimation of the mean vector for high-dimensional data set using robust clustering
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
Constrained \(M\)-estimation for multivariate location and scatter
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
Robust nonparametric regression estimation
Robust factor analysis.
Stability of robust and non-robust principal components analysis
High breakdown estimation for multiple populations with applications to discriminant analysis
A characterization of elliptical distributions and some optimality properties of principal components for functional data
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
One-step M-estimates of scatter and the independence property
Robust subspace recovery by Tyler's M-estimator
Inferences based on multiple skipped correlations
One-Sided Tests in Linear Models with Multivariatet-Distribution
Building a robust linear model with forward selection and stepwise procedures
Projective power entropy and maximum Tsallis entropy distributions
Robust estimation of Cronbach's alpha
Objective prior for the number of degrees of freedom of a \(t\) distribution
Asymptotics of the two-stage spatial sign correlation
Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
A note on multivariate location and scatter statistics for sparse data sets
ML estimation of the multivariate \(t\) distribution and the EM algorithm
Asymptotic normality of the recursive M-estimators of the scale parameters
Independent component analysis based on symmetrised scatter matrices
Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
The minimum weighted covariance determinant estimator
Robust weighted orthogonal regression in the errors-in-variables model
Asymptotic theory for robust principal components
Convergence Behavior of the em algorithm for the multivariate t -distribution
A semiparametric density estimator based on elliptical distributions
\(M\)-functionals of multivariate scatter
The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
Robust spiked random matrices and a robust G-MUSIC estimator
Convergence of depth contours for multivariate datasets
Breakdown and groups. (With discussions and rejoinder)
Random matrix theory in statistics: a review
Robust concentration graph model selection
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Tyler's and Maronna's M-estimators: non-asymptotic concentration results
Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
Depth weighted scatter estimators
Structural equation modeling with heavy tailed distributions
Robust Kernel Principal Component Analysis
Resistant estimation of multivariate location using minimum spanning trees
A Robust Procedure in Nonlinear Models for Repeated Measurements
Invariant co-ordinate selection (with discussion)
Robust tools for the imperfect world
Robust plug-in estimators in proportional scatter models.
Robust linear discriminant analysis using S-estimators
Complex ICA using generalized uncorrelating transform
Complex-valued ICA based on a pair of generalized covariance matrices
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
Multiple scaled contaminated normal distribution and its application in clustering
On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
The maximum bias of robust covariances
Cauchy robust principal component analysis with applications to high-deimensional data sets
Methods of \(L_ 1\) estimation of a covariance matrix
Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
A robust approach to longitudinal data analysis
A note on the robustness of multivariate medians
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
The multivariate tail-inflated normal distribution and its application in finance
Robust computation of linear models by convex relaxation
Title not available (Why is that?)
Tests of multinormality based on location vectors and scatter matrices
Sign and rank covariance matrices
M-estimation with incomplete and dependent multivariate data
A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
Robust canonical correlations: a comparative study
High-breakdown robust multivariate methods
Estimation methods for the multivariate \(t\) distribution
Efficient estimation in the two-sample semiparametric location-scale models
Testing for ellipsoidal symmetry: a comparison study
Propagation of outliers in multivariate data
On min-max majority and deepest points
Influence diagnostics for robust P-splines using scale mixture of normal distributions
Bias-robust estimators of multivariate scatter based on projections
Asymptotics of estimating equations under natural conditions.
Two tests for multivariate normality based on the characteristic function
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
Robust Q-mode principal component analysis in \(L_{1}\)
Robust and efficient estimation of multivariate scatter and location
A robust biplot
Robust regression through robust covariances
A comparison of generalized and modified sample biserial correlation estimators
The influence function and maximum bias of Tukey's median
Robustification of estimators by winsorizing on ellipsoids
Robust estimators based on generalization of trimmed mean
\(M\)-estimation of wavelet variance
Some extension of Haldane's multivariate median and its application
High breakdown mixture discriminant analysis
Asymptotic behavior of general M-estimates for regression and scale with random carriers

This page was built for publication: Robust m-estimators of multivariate location and scatter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1223902)