Small sample corrections for LTS and MCD
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Publication:811786
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- Robust Bayesian regression with the forward search: theory and data analysis
- Cluster-based \(L2\) re-weighted regression
- Robust algorithms for multiphase regression models
- Outlier detection via a block diagonal product estimator
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Robust simultaneous inference for the mean function of functional data
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust confirmatory factor analysis based on the forward search algorithm
- Robust concentration graph model selection
- Robust estimation of Cronbach's alpha
- Least trimmed squares in nonlinear regression under dependence
- A parametric framework for the comparison of methods of very robust regression
- Introducing prior information into the forward search for regression
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
- A Hotelling test based on MCD
- Robust Multivariate Regression When There is Heteroscedasticity
- Robust estimation of location and scatter by pruning the minimum spanning tree
- Regression with outlier shrinkage
- Error rates for multivariate outlier detection
- SMALL SAMPLE BIAS CORRECTION FOR HUBER'S PROPOSAL-2 SCALE M-ESTIMATOR
- Robust Hotelling's T^2 control charts under non-normality: the case of t-Student distribution
- Small sample bias correction or bias reduction?
- A robust sparse linear approach for contaminated data
- Robust regression analysis: a useful two stage procedure
- A comparison of robust alternatives to Hotelling's \(T^2\) control chart
- Robust ridge and robust Liu estimator for regression based on the LTS estimator
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- A small-sample correction factor for S-estimators
- Robust sparse regression with high-breakdown value
- Finite sample correction factors for several simple robust estimators of normal standard deviation
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Reliable Robust Regression Diagnostics
- Consistency factor for the MCD estimator at the Student-\(t\) distribution
- Minimum covariance determinant and extensions
- Outlier detection via a minimum ridge covariance determinant estimator
- Robust Covariance Estimation and Explainable Outlier Detection for Matrix-Valued Data
- An adaptive threshold for outlier detection in high-dimensional settings
- Nonparametric directional variogram estimation in the presence of outlier blocks
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Improved variance estimation from trimmed samples
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- High-breakdown robust multivariate methods
- Robust tools for the imperfect world
- Robust statistic for the one-way MANOVA
- Fast and robust bootstrap for LTS
- Robust online signal extraction from multivariate time series
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