Pages that link to "Item:Q1099540"

The following pages link to A minimal characterization of the covariance matrix (Q1099540):

Displaying 9 items.

• The minimum regularized covariance determinant estimator (Q92466) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• The complexity of computing the MCD-estimator (Q703560) (← links)
• Improved feasible solution algorithms for high breakdown estimation. (Q1285475) (← links)
• Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
• Robust minimum information loss estimation (Q1800111) (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
• Outlier detection via a block diagonal product estimator (Q2109298) (← links)
• The multivariate least-trimmed squares estimator (Q2476138) (← links)