Robust estimation of multivariate location and shape
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Publication:1361645
DOI10.1016/S0378-3758(96)00047-XzbMATH Open0900.62281OpenAlexW2086814959MaRDI QIDQ1361645FDOQ1361645
Authors: David M. Rocke, David L. Woodruff 
Publication date: 15 December 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00047-x
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Cites Work
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- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Title not available (Why is that?)
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- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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Cited In (18)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Robust estimation of a location parameter with the integrated Hogg function
- Robust Multivariate Outlier Labeling
- Issues of robustness and high dimensionality in cluster analysis
- Title not available (Why is that?)
- Robust simultaneous estimation of location parameters
- Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution
- High-throughput data analysis in behavior genetics
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
- Robust estimation of multivariate regression model
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Separating a mixture of two normals with proportional covariances
- Multivariate Student-\(t\) self-organizing maps
- Resistant estimation of multivariate location using minimum spanning trees
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
- Robustified version of Stein's multivariate location estimation
- Partial influence functions
- On the use of robust estimators of multivariate location for heterogeneous data
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