Pages that link to "Item:Q1184226"

The following pages link to Redescending \(M\)-estimates of multivariate location and scatter (Q1184226):

Displaying 47 items.

• M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
• Projective power entropy and maximum Tsallis entropy distributions (Q400946) (← links)
• Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
• Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
• Angular Gaussian and Cauchy estimation (Q707406) (← links)
• Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
• Families of distributions arising from distributions of order statistics (Q882919) (← links)
• New algorithms for \(M\)-estimation of multivariate scatter and location (Q901290) (← links)
• A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
• A note on multivariate location and scatter statistics for sparse data sets (Q988115) (← links)
• Differentiability of \(t\)-functionals of location and scatter (Q1020987) (← links)
• Small sample efficiency and exact fit for Cauchy regression models (Q1324562) (← links)
• A very simple robust estimator of a dispersion matrix (Q1351858) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
• Inference and mixture modeling with the elliptical Gamma distribution (Q1659056) (← links)
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
• Constrained \(M\)-estimation for multivariate location and scatter (Q1816989) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• \(M\)-functionals of multivariate scatter (Q2340850) (← links)
• The \(k\)-step spatial sign covariance matrix (Q2442779) (← links)
• Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
• Robust estimation of Cronbach's alpha (Q2499084) (← links)
• On consistency of redescending M-kernel smoothers (Q2499554) (← links)
• On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
• Characterizations of the maximum likelihood estimator of the Cauchy distribution (Q2680681) (← links)
• Classes of Functions Related to VC Properties (Q2805726) (← links)
• Geometric Optimization in Machine Learning (Q2954275) (← links)
• On the Computation of Symmetrized M-Estimators of Scatter (Q2963612) (← links)
• On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter (Q3155646) (← links)
• A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution (Q4246302) (← links)
• Convergence Behavior of the em algorithm for the multivariate t -distribution (Q4337119) (← links)
• ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928) (← links)
• A curious likelihood identity for the multivariate t-distribution (Q4844150) (← links)
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
• A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
• Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions (Q5109276) (← links)
• Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace (Q5141231) (← links)
• Graphical lassos for meta‐elliptical distributions (Q5166409) (← links)
• Conic Geometric Optimization on the Manifold of Positive Definite Matrices (Q5252529) (← links)
• “Tail Conditional Expectations for Elliptical Distributions,” Zinoviy M. Landsman and Emiliano A. Valdez, October 2003 (Q5715986) (← links)
• Sign and rank covariance matrices (Q5928952) (← links)
• Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics (Q6197118) (← links)