Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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(56)- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- Fast and robust bootstrap
- Robust principal component analysis via ES-algorithm
- A robust principal component analysis
- Robust extraction of local structures by the minimum \(\beta\)-divergence method
- Robust singular spectrum analysis: comparison between classical and robust approaches for model fit and forecasting
- Fast computation of robust subspace estimators
- Robust Q-mode principal component analysis in \(L_{1}\)
- On the Schoenberg transformations in data analysis: theory and illustrations
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- A robust biplot
- Robust confirmatory factor analysis based on the forward search algorithm
- Robust algebraic segmentation of mixed rigid-body and planar motions from two views
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- Using a Mixture Model for Multiple Imputation in the Presence of Outliers: The ‘Healthy for Life’ Project
- Unveiling outliers with robust covariance matrix estimation: a shrinkage approach
- Self-Calibrating Quantile–Quantile Plots
- Robust estimation for the covariance matrix of multi-variate time series
- Identification of outlying height and weight data in the Iranian National Health Survey 1990-92
- Outlier detection for high dimensional data using the comedian approach
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- A class of robust principal component vectors.
- A comparison of different procedures for principal component analysis in the presence of outliers
- Robust dimension reduction
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- Minimum density power divergence estimator for covariance matrix based on skew t distribution
- Multiple outlier detection in multivariate data using projection pursuit techniques
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- Robust detection of multiple outliers in grouped multivariate data
- Structural equation modeling with heavy tailed distributions
- Robust tools for the imperfect world
- Two new approaches to robust estimation in time series
- A New Approach for Detecting Multivariate Outliers
- A procedure for the detection of multivariate outliers.
- Robust estimation of multivariate location and shape
- Distributional analysis to model atypical behavior
- A framework of regularized low-rank matrix models for regression and classification
- Outlier detection by robust principal components analysis
- Cauchy robust principal component analysis with applications to high-deimensional data sets
- A general methodology for bootstrapping in non-parametric frontier models
- A shape-based voting algorithm for pedestrian detection and tracking
- Robust exploratory factor analysis
- Methods of \(L_ 1\) estimation of a covariance matrix
- A very simple robust estimator of a dispersion matrix
- Sample-based maximum likelihood estimation of the autologistic model
- Robust centroid method
- An incomplete data approach to the analysis of covariance structures
- Sign and rank covariance matrices
- High-breakdown robust multivariate methods
- Multiple outlier detection in multivariate data using self-organizing maps
- Bayesian approach to outlier detection in multivariate normal samples and linear models
- Generalized spherical principal component analysis
- Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
- Influence in canonical variates analysis
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