Robust m-estimators of multivariate location and scatter

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

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
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
A robust estimator of multivariate location based on projection
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
Some results for robust GM-based estimators in heteroscedastic regression models
On the cumulants of affine equivariant estimators in elliptical families
A biased-robust regression technique for the combined outlier-multicollinearity problem
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Weighted likelihood estimation of multivariate location and scatter
A comparison of some estimators of time series autocorrelations
Robust estimation of multivariate regression model
Gini covariance matrix and its affine equivariant version
Highly robust estimation of dispersion matrices
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
On the Computation of Symmetrized M-Estimators of Scatter
Projection pursuit approach to robust canonical correlation analysis
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
Robust M-estimators of location vectors
Robust two-stage estimation in hierarchical nonlinear models
A procedure for the detection of multivariate outliers.
On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
Robust estimation of multivariate location and shape
On the asymptotic distribution of multivariate M-estimates
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
M-methods in multivariate linear models
Robust estimation in the simple errors-in-variables model
Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
Title not available (Why is that?)
On robustness of the test for detection of multivariate outliers
Symmetrised M-estimators of multivariate scatter
A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
Title not available (Why is that?)
Principal components in the nonnormal case: The test of equality of q roots
Robust \(M\)-estimation of a dispersion matrix with a structure
A comparative study of robust and stable estimates of multivariate location
Algorithms for the computation of weights in bounded influence regression
Robust covariance and scatter matrix estimation under Huber's contamination model
Multiple outlier detection in multivariate data using self-organizing maps
M-methods in growth curve analysis
Influence functions of two families of robust estimators under proportional scatter matrices
The asymptotic efficiency of the spatial median for elliptically symmetric distributions
On the use of robust estimators of multivariate location for heterogeneous data
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

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