Robust m-estimators of multivariate location and scatter

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Multiple outlier detection in multivariate data using self-organizing maps
A comparison of generalized and modified sample biserial correlation estimators
A procedure for the detection of multivariate outliers.
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
Robust \(M\)-estimation of a dispersion matrix with a structure
Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
Robust estimators based on generalization of trimmed mean
Robust and efficient estimation of multivariate scatter and location
M-methods in growth curve analysis
Asymptotic behavior of general M-estimates for regression and scale with random carriers
The influence function and maximum bias of Tukey's median
Robust estimation in canonical correlation analysis for multivariate functional data
Robustification of estimators by winsorizing on ellipsoids
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
Some results for robust GM-based estimators in heteroscedastic regression models
On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
\(M\)-estimation of wavelet variance
M-methods in multivariate linear models
On the computation of symmetrized M-estimators of scatter
On the cumulants of affine equivariant estimators in elliptical families
Robust estimation in the simple errors-in-variables model
On robustness of the test for detection of multivariate outliers
Some extension of Haldane's multivariate median and its application
A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
Robust regression through robust covariances
Weighted likelihood estimation of multivariate location and scatter
Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
A comparative study of robust and stable estimates of multivariate location
Algorithms for the computation of weights in bounded influence regression
Robust estimation of multivariate location and shape
Symmetrised M-estimators of multivariate scatter
Gini covariance matrix and its affine equivariant version
Robust M-estimators of location vectors
On the asymptotic distribution of multivariate M-estimates
A comparison of some estimators of time series autocorrelations
A biased-robust regression technique for the combined outlier-multicollinearity problem
Robust estimation of multivariate regression model
Robust Q-mode principal component analysis in \(L_{1}\)
scientific article; zbMATH DE number 7306864 (Why is no real title available?)
Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
A robust estimator of multivariate location based on projection
On the use of robust estimators of multivariate location for heterogeneous data
High breakdown mixture discriminant analysis
Principal components in the nonnormal case: The test of equality of q roots
Projection pursuit approach to robust canonical correlation analysis
Robust covariance and scatter matrix estimation under Huber's contamination model
Highly robust estimation of dispersion matrices
A robust biplot
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
Robust two-stage estimation in hierarchical nonlinear models
Influence functions of two families of robust estimators under proportional scatter matrices
The asymptotic efficiency of the spatial median for elliptically symmetric distributions
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Robust estimation in simultaneous equations models
Breakdown and groups. (With discussions and rejoinder)
Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
One-step M-estimates of scatter and the independence property
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
Robust subspace recovery by Tyler's M-estimator
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
Robust Kernel Principal Component Analysis
Constrained \(M\)-estimation for multivariate location and scatter
Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
A robust approach to longitudinal data analysis
Convergence Behavior of the em algorithm for the multivariate t -distribution
Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
Projective power entropy and maximum Tsallis entropy distributions
Scale-invariant sparse PCA on high-dimensional meta-elliptical data
Robust canonical correlations: a comparative study
One-Sided Tests in Linear Models with Multivariatet-Distribution
A note on the robustness of multivariate medians
A semiparametric density estimator based on elliptical distributions
High-breakdown robust multivariate methods
The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
\(M\)-functionals of multivariate scatter
M-estimation with incomplete and dependent multivariate data
High breakdown estimation for multiple populations with applications to discriminant analysis
Robust concentration graph model selection
Depth weighted scatter estimators
Sign and rank covariance matrices
The maximum bias of robust covariances
A note on multivariate location and scatter statistics for sparse data sets
Tests of multinormality based on location vectors and scatter matrices
Asymptotics of reweighted estimators of multivariate location and scatter
The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
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
Robust nonparametric regression estimation
Robust modifications of U-statistics and applications to covariance estimation problems
Robust estimation of the mean vector for high-dimensional data set using robust clustering
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
Robust factor analysis.
Complex ICA using generalized uncorrelating transform
Robust computation of linear models by convex relaxation
Robust linear discriminant analysis using S-estimators

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