Elliptical and Radial Truncation in Normal Populations

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(32)

A parametric framework for the comparison of methods of very robust regression
Monitoring robust regression
A conditional minimax approach in survey sampling
Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
The distribution of the sample correlation coefficient under variance-truncated normality
Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
Box-Cox elliptical distributions with application
An event-triggered approach to state estimation with multiple point- and set-valued measurements
New results on truncated elliptical distributions
Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution
Multivariate elliptical truncated moments
Introducing prior information into the forward search for regression
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
Finding an unknown number of multivariate outliers
Pretest estimation in combining probability and non-probability samples
The Use of Prior Information in Very Robust Regression for Fraud Detection
Cluster detection and clustering with random start forward searches
The forward search: theory and data analysis
Strong consistency and robustness of the forward search estimator of multivariate location and scatter
Robust model selection with flexible trimming
Gaussian process modeling with inequality constraints
Distributionally robust multi-item newsvendor problems with multimodal demand distributions
A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
Some notes on extremal discriminant analysis
The power of monitoring: how to make the most of a contaminated multivariate sample
Robust methods for heteroskedastic regression
Robust Bayesian regression with the forward search: theory and data analysis
Some results on the multivariate truncated normal distribution
On ranking and selection from independent truncated normal distributions
On consistency factors and efficiency of robust S-estimators
Unified and non-recursive formulas for moments of the normal distribution with stripe truncation
Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression

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