Robust tools for the imperfect world
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3932985 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 1294696 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 3805474 (Why is no real title available?)
- scientific article; zbMATH DE number 3254517 (Why is no real title available?)
- scientific article; zbMATH DE number 2209079 (Why is no real title available?)
- A General Qualitative Definition of Robustness
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Asymptotics for the minimum covariance determinant estimator
- Automatic dimensionality selection from the scree plot via the use of profile likelihood
- Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
- Computing the minimum covariance determinant estimator (MCD) by simulated annealing
- Fast and robust discriminant analysis
- Finding an unknown number of multivariate outliers
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- High breakdown-point and high efficiency robust estimates for regression
- High-breakdown robust multivariate methods
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Outlier identification in high dimensions
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Propagation of outliers in multivariate data
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust Estimation of a Location Parameter
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Robust Statistics
- Robust Statistics
- Robust m-estimators of multivariate location and scatter
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Small sample corrections for LTS and MCD
- Stability of robust and non-robust principal components analysis
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
Cited in
(15)- New statistical robust estimators, open problems
- Evaluation of robust outlier detection methods for zero-inflated complex data
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- A survey of robust statistics
- How to marry robustness and applied statistics
- Multivariate spatial outlier detection using robust geographically weighted methods
- Robust estimation under heavy contamination using unnormalized models
- rrcov
- rrcovHD
- A method for fast and robust sungular spectrum analysis
- Preface
- scientific article; zbMATH DE number 1975293 (Why is no real title available?)
- An improved outlier detection algorithm and robust estimation
- The impact of misclassifications and outliers on imputation methods
- High-breakdown robust multivariate methods
This page was built for publication: Robust tools for the imperfect world
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q92459)
