Adaptive subsample estimation for multivariate normal distributions
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Publication:6562723
Cites work
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- A class of robust and fully efficient regression estimators
- Asymptotics for the minimum covariance determinant estimator
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions
- Efficient Hellinger distance estimates for semiparametric models
- Finding an unknown number of multivariate outliers
- High-breakdown robust multivariate methods
- High-dimensional integration: The quasi-Monte Carlo way
- Minimum covariance determinant and extensions
- Multivariate outlier detection with high-breakdown estimators
- Nonparametric statistics. A step-by-step approach
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- Regression with outlier shrinkage
- Robust Statistics
- Robust diagnostic regression analysis
- Robust generalized confidence intervals
- The Minimum Distance Method
- The ``automatic robustness of minimum distance functionals
- The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
- Wild adaptive trimming for robust estimation and cluster analysis
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