Influence curve for the choesky root of a coveriance matrix
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Publication:4843811
DOI10.1080/03610929408831330zbMath0825.62156MaRDI QIDQ4843811
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Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831330
62-XX: Statistics
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Cites Work
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- Estimating a Cholesky decomposition
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
- Influence in principal components analysis
- The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression
- The Influence Curve and Its Role in Robust Estimation
- Influence functions for certain parameters in multivariate analysis
- Sequential Application of Wilks's Multivariate Outlier Test