Shape bias of robust covariance estimators: an empirical study
From MaRDI portal
Publication:2442689
Recommendations
Cites work
- An adjusted boxplot for skewed distributions
- BACON: blocked adaptive computationally efficient outlier nominators.
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Identification of Outliers in Multivariate Data
- Least Median of Squares Regression
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Robust Statistics
- Stability of principal component analysis studied by the bootstrap method
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
- The maximum bias of robust covariances
Cited in
(8)- The DetS and DetMM estimators for multivariate location and scatter
- Robust estimation of precision matrices under cellwise contamination
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- The FastHCS algorithm for robust PCA
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- Generalized spherical principal component analysis
- Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
- Finite sample bias of robust estimators in segmentation of closely spaced structures: a comparative study
This page was built for publication: Shape bias of robust covariance estimators: an empirical study
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2442689)