Pages that link to "Item:Q1053391"
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The following pages link to Descriptive statistics for multivariate distributions (Q1053391):
Displayed 50 items.
- The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version (Q749110) (← links)
- Rank covariance matrix estimation of a partially known covariance matrix (Q951021) (← links)
- On the performance of bivariate robust location estimators under contamination (Q956798) (← links)
- A family of kurtosis orderings for multivariate distributions (Q1000577) (← links)
- A note on the robustness of multivariate medians (Q1124992) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- On the efficiency of affine invariant multivariate rank tests (Q1268014) (← links)
- Halfspace depth and regression depth characterize the empirical distribution (Q1290941) (← links)
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator (Q1324563) (← links)
- Multivariate dispersion orderings (Q1347201) (← links)
- Incomplete generalized \(L\)-statistics (Q1354475) (← links)
- Multidimensional medians arising from geodesics on graphs (Q1359409) (← links)
- Convergence of depth contours for multivariate datasets (Q1359410) (← links)
- On the efficiency of multivariate spatial sign and rank tests (Q1359413) (← links)
- On the effect of inliers on the spatial median (Q1372219) (← links)
- Median balls: An extension of the interquantile intervals to multivariate distributions (Q1375106) (← links)
- Algorithms for bivariate medians and a Fermat-Torricelli problem for lines. (Q1395576) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- The asymptotic covariance matrix of the Oja median. (Q1423116) (← links)
- Sign test of independence between two random vectors. (Q1423264) (← links)
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
- A scatter matrix estimate based on the zonotope (Q1431434) (← links)
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) (Q1568302) (← links)
- High-dimensional computation of the deepest location. (Q1583493) (← links)
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean. (Q1587710) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- On distribution-free tests for the multivariate two-sample location-scale model (Q1599066) (← links)
- Combining information from independent sources through confidence distributions (Q1781156) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- A multivariate dispersion ordering based on quantiles more widely separated (Q1810706) (← links)
- Consistent estimation of location region (Q1823587) (← links)
- General notions of statistical depth function. (Q1848784) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Trimmed means for functional data (Q1872848) (← links)
- Affine equivariant multivariate rank methods (Q1874097) (← links)
- Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- Multivariate L-estimation. (With comments) (Q1969423) (← links)
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry (Q1972159) (← links)
- On multivariate dispersion orderings based on the standard construction (Q2474517) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- Consistency and asymptotic distribution of the Theil-Sen estimator (Q2480035) (← links)
- Preserving multivariate dispersion: an application to the Wishart distribution (Q2493139) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Last passage times of minimum contrast estimators (Q2748386) (← links)
- F-probability plot and its application to multivariate normality (Q3135629) (← links)
- On describing multivariate skewed distributions: A directional approach (Q3417682) (← links)
- A multivariate signed sum test for theone-sample location problem (Q3432395) (← links)
- A Nonparametric Test for the One-Sample Bivariate Location Problem (Q3598664) (← links)