Robustness and efficiency properties of scatter matrices
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Cited in
(58)- Optimal tests for homogeneity of covariance, scale, and shape
- Testing equality of covariance matrices when data are incomplete
- Asymptotic distributions of robust shape matrices and scales
- Elliptical multivariate analysis
- Mardia's coefficient of kurtosis in elliptical populations
- Robust statistics for test-of-independence and related structural models
- Perturbation inequalities and confidence sets for functions of a scatter matrix.
- A procedure for the detection of multivariate outliers.
- Covariance matrices of quadratic forms in elliptical distributions
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
- Robust estimation of multivariate location and shape
- Robust methods for inferring sparse network structures
- Depth weighted scatter estimators
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Constrained \(M\)-estimation for multivariate location and scatter
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
- Testing for elliptical symmetry in covariance matrix based analyses.
- Inference on the shape of elliptical distributions based on the MCD
- Testing symmetry around a subspace
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Structural equation modeling with heavy tailed distributions
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- On the cumulants of affine equivariant estimators in elliptical families
- Testing the equality of correlation matrices when sample correlation matrices are dependent
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Robustness of correlation coefficient and variance ratio under elliptical symmetry
- Symmetrised M-estimators of multivariate scatter
- On consistency factors and efficiency of robust S-estimators
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Reduced-rank estimation of the difference between two covariance matrices
- Tests and estimates of shape based on spatial signs and ranks
- Characterizing parameters of multivariate elliptical distributions*
- Robust estimation of the SUR model
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- On normal theory based inference for multilevel models with distributional violations
- Tests of mutual or serial independence of random vectors with applications
- Ultrastructural elliptical models
- Graphical lassos for meta‐elliptical distributions
- Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
- Some tests for the equality of covariance matrices
- Analogues on the Sphere of the Affine-Equivariant Spatial Median
- Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics
- An analysis of David E. Tyler's publication and coauthor network
- A review of Tyler's shape matrix and its extensions
- Power M-estimators for location and scatter
- Robustly fitting Gaussian graphical models -- the R package robFitConGraph
- A componentwise estimation procedure for multivariate location and scatter: robustness, efficiency and scalability
- Asymptotics of estimators for structured covariance matrices
- A canonical definition of shape
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- Elliptical regression operationalized
- Optimal rank-based tests for homogeneity of scatter
- A robust testing procedure for the equality of covariance matrices
- A generalization of Tyler's M-estimators to the case of incomplete data
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