Pages that link to "Item:Q1103299"
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The following pages link to Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices (Q1103299):
Displaying 50 items.
- Invariant Co-Ordinate Selection (Q82621) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- One-step M-estimates of scatter and the independence property (Q273711) (← links)
- Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
- The finite sample breakdown point of PCS (Q467029) (← links)
- A robust predictive approach for canonical correlation analysis (Q476257) (← links)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (Q497850) (← links)
- Line-primitive linear spaces with Fang-Li parameter \(\text{gcd}(k,r)\) at most 12 (Q546294) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- Robust-efficient fitting of mixed linear models: methodology and theory (Q622434) (← links)
- Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
- The complexity of computing the MCD-estimator (Q703560) (← links)
- Comparing robust generalized variances and comments on efficiency (Q713706) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- S-estimation of hidden Markov models (Q736987) (← links)
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
- The minimum weighted covariance determinant estimator (Q745468) (← links)
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
- Block designs on 196 points (Q922551) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Inferences based on multiple skipped correlations (Q956750) (← links)
- A monitoring display of multivariate outliers (Q956755) (← links)
- A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
- Robust online signal extraction from multivariate time series (Q962348) (← links)
- A note on multivariate location and scatter statistics for sparse data sets (Q988115) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Fast cross-validation of high-breakdown resampling methods for PCA (Q1020168) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Outlier identification in high dimensions (Q1023500) (← links)
- Projection based scatter depth functions and associated scatter estimators (Q1041070) (← links)
- On a robust and efficient maximum depth estimator (Q1042951) (← links)
- Finite line-transitive linear spaces: theory and search strategies (Q1044313) (← links)
- A note on the robustness of multivariate medians (Q1124992) (← links)
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
- On the optimality of S-estimators (Q1195586) (← links)
- Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
- Convergence rates in multivariate robust outlier identification (Q1266938) (← links)
- A procedure for the detection of multivariate outliers. (Q1275531) (← links)
- Minimum volume sets and generalized quantile processes (Q1275932) (← links)
- Unconventional features of positive-breakdown estimators (Q1324567) (← links)
- Convergence of depth contours for multivariate datasets (Q1359410) (← links)
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data (Q1361544) (← links)
