Robust Multivariate Analysis

DOI10.1007/978-3-319-68253-2zbMath1387.62001OpenAlexW2768240017MaRDI QIDQ5361701

David J. Olive

Publication date: 29 September 2017

Full work available at URL: https://doi.org/10.1007/978-3-319-68253-2

zbMATH Keywords

robustnessmultivariate analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

Prediction intervals for GLMs, GAMs, and some survival regression models ⋮ Bootstrapping analogs of the two-sample hotelling’s T² test ⋮ Bootstrapping analogs of the one way MANOVA test ⋮ Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA ⋮ Bootstrapping some GLM and survival regression variable selection estimators ⋮ Robust estimation of stationary continuous‐time arma models via indirect inference ⋮ Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals ⋮ Bootstrapping multiple linear regression after variable selection

Uses Software

• R

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