scientific article

zbMATH Open0531.62036MaRDI QIDQ3313120FDOQ3313120

Werner A. Stahel

Publication date: 1981

Title of this publication is not available (Why is that?)

zbMATH Keywords

covariance matricesM-estimatorsinfluence functionslocation parametersinvariance propertiesbreak-down-pointHampel-estimators

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (48)

• Robust data imputation
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• Robust mixture multivariate linear regression by multivariate Laplace distribution
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• The geometry of the affine invariant multivariate sign and rank methods
• Robust PCA for skewed data and its outlier map
• A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
• Evaluation of robust outlier detection methods for zero-inflated complex data
• Unconventional features of positive-breakdown estimators
• Exact computation of the halfspace depth
• Robust estimation for the covariance matrix of multi-variate time series
• The DetS and DetMM estimators for multivariate location and scatter
• Robust classification for skewed data
• An outlier map for support vector machine classification
• All-in-one robust estimator of the Gaussian mean
• Influence diagnostics in support vector machines
• Permutation tests for multivariate location problems
• On general notions of depth for regression
• Multivariate and functional classification using depth and distance
• A comparison of some quick algorithms for robust regression
• Uniform convergence rates for the approximated halfspace and projection depth
• A co-median approach to detect compositional outliers
• Change-of-variance sensitivities in regression analysis
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
• Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions
• A Measure of Directional Outlyingness With Applications to Image Data and Video
• Robust kernel principal component analysis and classification
• Robust variance inflation factor: a promising approach for collinearity diagnostics in the presence of outliers
• Desirable properties, breakdown and efficiency in the linear regression model
• Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
• Least sum of squares of trimmed residuals regression
• Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
• Robust estimation of multivariate location and shape
• Robust mixture regression using the \(t\)-distribution
• An adjusted Grubbs' and generalized extreme studentized deviation
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
• Tensor-based projection depth
• Robust mixture regression model fitting by Laplace distribution
• High-breakdown robust multivariate methods
• Algorithms for the computation of weights in bounded influence regression
• On the breakdown point of multivariate location estimators based on trimming procedures
• Propagation of outliers in multivariate data
• Minimum covariance determinant and extensions
• Multivariate functional outlier detection
• On min-max majority and deepest points
• Robust versus classical detection of atypical data
• On the use of robust estimators of multivariate location for heterogeneous data

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