Small sample corrections for LTS and MCD
From MaRDI portal
Publication:811786
Recommendations
- A small-sample correction factor for S-estimators
- Small - sample correction factor of the minimum covariance determinant estimator
- Finite sample correction factors for several simple robust estimators of normal standard deviation
- The least trimmed squares. I: Consistency.
- The multivariate least-trimmed squares estimator
Cited in
(49)- Robust estimation of location and scatter by pruning the minimum spanning tree
- Regression with outlier shrinkage
- A parametric framework for the comparison of methods of very robust regression
- Robust algorithms for multiphase regression models
- Robust sparse regression with high-breakdown value
- Robust confirmatory factor analysis based on the forward search algorithm
- Cluster-based \(L2\) re-weighted regression
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Outlier detection via a block diagonal product estimator
- Outlier detection in interval data
- Robust Multivariate Regression When There is Heteroscedasticity
- Robust online signal extraction from multivariate time series
- Robust simultaneous inference for the mean function of functional data
- Robust estimation of Cronbach's alpha
- Introducing prior information into the forward search for regression
- Reliable Robust Regression Diagnostics
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Finite sample correction factors for several simple robust estimators of normal standard deviation
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- Robust concentration graph model selection
- A small-sample correction factor for S-estimators
- SMALL SAMPLE BIAS CORRECTION FOR HUBER'S PROPOSAL-2 SCALE M-ESTIMATOR
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator
- Fast and robust bootstrap for LTS
- Least trimmed squares in nonlinear regression under dependence
- Outlier detection via a minimum ridge covariance determinant estimator
- Robust tools for the imperfect world
- Robust statistic for the one-way MANOVA
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
- Consistency factor for the MCD estimator at the Student-\(t\) distribution
- Robust Hotelling's \(T^2\) control charts under non-normality: the case of \(t\)-Student distribution
- Robust ridge and robust Liu estimator for regression based on the LTS estimator
- Robust mixture regression using the \(t\)-distribution
- A comparison of robust alternatives to Hotelling's \(T^2\) control chart
- The power of monitoring: how to make the most of a contaminated multivariate sample
- A plug-in approach to sparse and robust principal component analysis
- Robust Bayesian regression with the forward search: theory and data analysis
- Robust mixture regression model fitting by Laplace distribution
- High-breakdown robust multivariate methods
- Minimum covariance determinant and extensions
- Error rates for multivariate outlier detection
- A Hotelling test based on MCD
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- A robust sparse linear approach for contaminated data
- Small sample bias correction or bias reduction?
- Robust regression analysis: a useful two stage procedure
This page was built for publication: Small sample corrections for LTS and MCD
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q811786)
