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- A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
- A distribution-free M-estimator of multivariate scatter
- A practical affine equivariant multivariate median
- Asymptotic methods in statistical decision theory
- Estimates of Regression Coefficients Based on the Sign Covariance Matrix
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
- On Tyler's \(M\)-functional of scatter in high dimension
- On adaptive estimation
- On the Breakdown Properties of Some Multivariate M-Functionals*
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Optimal rank-based tests for homogeneity of scatter
- Optimal tests for homogeneity of covariance, scale, and shape
- Parametric and semiparametric inference for shape: the role of the scale functional
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- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Robust Statistics
- Robustness and efficiency properties of scatter matrices
- Semi-parametric efficiency, distribution-freeness and invariance
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
Cited in
(35)- A generalization of Tyler's M-estimators to the case of incomplete data
- Asymptotic distributions of robust shape matrices and scales
- Illumination Depth
- Efficient R-estimation of principal and common principal components
- Elliptical multiple-output quantile regression and convex optimization
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- Parametric and semiparametric inference for shape: the role of the scale functional
- Robust signal dimension estimation via SURE
- Optimal rank-based testing for principal components
- Asymptotics of the two-stage spatial sign correlation
- \(k\)-step shape estimators based on spatial signs and ranks
- \(M\)-functionals of multivariate scatter
- Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
- A review of Tyler's shape matrix and its extensions
- On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
- On robust estimators of a sphericity measure in high dimension
- Power M-estimators for location and scatter
- Optimal tests for homogeneity of covariance, scale, and shape
- Gini covariance matrix and its affine equivariant version
- Multivariate Hill Estimators
- On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
- On testing the equality of latent roots of scatter matrices under ellipticity
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Spatial sign correlation
- Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics
- Inference on the shape of elliptical distributions based on the MCD
- Optimal rank-based tests for homogeneity of scatter
- Robustifying principal component analysis with spatial sign vectors
- M-estimation with incomplete and dependent multivariate data
- Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation
- Tyler shape depth
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Tests and estimates of shape based on spatial signs and ranks
- Optimal rank-based tests for common principal components
- The \(k\)-step spatial sign covariance matrix
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