Robust multivariate analysis
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Characterization and structure theory of statistical distributions (62E10) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Factor analysis and principal components; correspondence analysis (62H25)
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Cited in
(21)- A model for robust analysis of multivariate data
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Bootstrapping multiple linear regression after variable selection
- Robust data mining
- Analyzing data with robust multivariate methods and diagnostic plots
- Comparison of three methods for robust redundancy analysis
- scientific article; zbMATH DE number 1975292 (Why is no real title available?)
- Bootstrapping analogs of the two-sample Hotelling's \(T^2\) test
- scientific article; zbMATH DE number 872101 (Why is no real title available?)
- Robust methods for data reduction
- Prediction intervals for GLMs, GAMs, and some survival regression models
- Bootstrapping analogs of the one way MANOVA test
- Robust estimation of stationary continuous-time ARMA models via indirect inference
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
- Bootstrapping some GLM and survival regression variable selection estimators
- Robust and Multivariate Statistical Methods
- Variable selection in multivariate regression models with measurement error in covariates
- Bootstrapping ARMA time series models after model selection
- High-breakdown robust multivariate methods
- Robust tools for the imperfect world
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
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