Robust estimation and outlier detection with correlation coefficients
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(74)- Influence functions and local influence in linear discriminant analysis
- Approximate confidence intervals for a robust scale parameter
- Influence in canonical correlation analysis
- Robust \(M\)-estimation of a dispersion matrix with a structure
- Three steps towards robust regression
- On robust estimation of a correlation coefficient
- Minimax variance estimation of a correlation coefficient for -contaminated bivariate normal distributions
- Detection of block-exchangeable structure in large-scale correlation matrices
- Robust exploratory factor analysis
- Robust factor analysis.
- Influence analysis on the direction of optimal response
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
- Robustness properties of dispersion estimators
- Inferences on correlation coefficients in some classes of nonnormal distributions
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
- Nonlinearities and regimes in conditional correlations with different dynamics
- Better alternatives to current methods of scaling and weighting data for cluster analysis
- Canonical correlation for principal components of time series
- Analytical Bayes estimator and distribution for outlier infested time series data
- Simple measure of similarity for the market graph construction
- Influence analysis of non-Gaussianity by applying projection pursuit
- Jackknife estimation of the eigenvalues of the covariance matrix
- Influence functions of the Spearman and Kendall correlation measures
- Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block
- Bounds for the distance to the nearest correlation matrix
- The relationship between the \(T^{2}\) statistic and the influence function
- An investigation of sample influence functions for the ds estimate of the optimum error rate in discriminant analysis
- Robust Bootstrap with Non Random Weights Based on the Influence Function
- Dynamic modeling of high-dimensional correlation matrices in finance
- An improved algorithm for robust PCA
- The Influence Function and its Application to Data Validation
- The Use of Influence Functions for Outlier Detection and Data Editing
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
- On the choice of transformations of the correlation coefficient with or without an outlier
- Two new approaches to robust estimation in time series
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
- scientific article; zbMATH DE number 3932219 (Why is no real title available?)
- Infiuence functions for certain parameters in discriminant analysis when a single discriminant function is not adequate
- scientific article; zbMATH DE number 4064318 (Why is no real title available?)
- Locally robust correlation coefficients
- Influence analysis in response surface methodology
- Robust regression estimators compared via monte carlo
- Transformation of non positive semidefinite correlation matrices
- Choosing among imputation techniques for incomplete multivariate data: a simulation study
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Robust score and portmanteau tests of volatility spillover
- Influence functions for certain parameters in multivariate analysis
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
- Regularized covariance matrix estimation under the common principal components model
- Correlations in bivariate Pareto distributions
- Estimators of Influence Function
- Symmetric Gini covariance and correlation
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- Inner product matrices, kriging, and nonparametric estimation of variogram
- Highly robust estimation of dispersion matrices
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Efficient estimation of the maximal association between multiple predictors and a survival outcome
- A note on switching eigenvalues under small perturbations
- On generalized Gower distance for mixed-type data: extensive simulation study and new software tools
- On a correlation coefficient based on the L₁-norm
- Combining biomarkers to improve diagnostic accuracy in detecting diseases with group-tested data
- Comparative analysis of six correlation metrics on identifying DNA co-methylation patterns
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- The Gaussian rank correlation estimator: robustness properties
- The spectral condition number plot for regularization parameter evaluation
- Two symmetric and computationally efficient Gini correlations
- Projection-pursuit based principal component analysis: a large sample theory
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions
- A resistant estimator of multivariate location and dispersion
- Asymptotic distributions in the projection pursuit based canonical correlation analysis
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