Robust estimation of multivariate location and shape
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Cites work
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- Asymptotics for the minimum covariance determinant estimator
- Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
- Fast Very Robust Methods for the Detection of Multiple Outliers
- Highly efficient estimators of multivariate location with high breakdown point
- scientific article; zbMATH DE number 3842984 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 775109 (Why is no real title available?)
- Identification of Outliers in Multivariate Data
- On the cumulants of affine equivariant estimators in elliptical families
- On the relation between S-estimators and M-estimators of multivariate location and covariance
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- Robust m-estimators of multivariate location and scatter
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
- Robust Statistics
- Robustness and efficiency properties of scatter matrices
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
- Sparse components of images and optimal atomic decompositions
- The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
- Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
Cited in
(29)- Robust estimation of multivariate regression model
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
- The DetS and DetMM estimators for multivariate location and scatter
- Multivariate and functional robust fusion methods for structured big data
- Multivariate Student-\(t\) self-organizing maps
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Partial influence functions
- Robust estimation of a location parameter with the integrated Hogg function
- Robust simultaneous estimation of location parameters
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution
- Shape bias of robust covariance estimators: an empirical study
- Resistant estimation of multivariate location using minimum spanning trees
- Optimization techniques for robust multivariate location and scatter estimation
- Issues of robustness and high dimensionality in cluster analysis
- Robust estimation of location and scatter by pruning the minimum spanning tree
- scientific article; zbMATH DE number 897986 (Why is no real title available?)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- Robust estimation of the mean vector for high-dimensional data set using robust clustering
- scientific article; zbMATH DE number 5200063 (Why is no real title available?)
- Robust Multivariate Outlier Labeling
- On the use of robust estimators of multivariate location for heterogeneous data
- Separating a mixture of two normals with proportional covariances
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- High-breakdown robust multivariate methods
- Robustified version of Stein's multivariate location estimation
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
- High-throughput data analysis in behavior genetics
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