A resistant estimator of multivariate location and dispersion
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Cites work
- scientific article; zbMATH DE number 40987 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 889596 (Why is no real title available?)
- A local breakdown property of robust tests in linear regression
- Asymptotic normality of multivariate trimmed means
- Asymptotics of reweighted estimators of multivariate location and scatter
- Improved feasible solution algorithms for high breakdown estimation.
- Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
- Nearest-Neighbor Variance Estimation (NNVE)
- Numerical linear algebra and applications
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust estimation and outlier detection with correlation coefficients
- Some quantitative relationships between two types of finite sample breakdown point
Cited in
(11)- Comparing measures of location: some small-sample results when distributions differ in skewness and kurtosis under heterogeneity of variances
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- The DetS and DetMM estimators for multivariate location and scatter
- Robust Multivariate Regression When There is Heteroscedasticity
- Bootstrapping analogs of the two-sample Hotelling's \(T^2\) test
- A comparative study for robust canonical correlation methods
- Separating a mixture of two normals with proportional covariances
- Resistant estimation of multivariate location using minimum spanning trees
- New results on the small-sample properties of some robust univariate estimators of location
- OLS for 1D regression models
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