On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter
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Publication:3155646
DOI10.1081/SAC-200033372zbMATH Open1101.62345OpenAlexW2042940030MaRDI QIDQ3155646FDOQ3155646
Authors: Olcay Arslan 
Publication date: 17 January 2005
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-200033372
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Cites Work
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Constrained \(M\)-estimation for multivariate location and scatter
- Least Median of Squares Regression
- Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
- Identification of Outliers in Multivariate Data
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Redescending \(M\)-estimates of multivariate location and scatter
- Fast Very Robust Methods for the Detection of Multiple Outliers
- Algorithms to compute \(CM\)- and \(S\)-estimates for regression
Cited In (4)
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