Pages that link to "Item:Q1208645"

The following pages link to The asymptotics of Rousseeuw's minimum volume ellipsoid estimator (Q1208645):

Displaying 41 items.

• Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
• Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
• On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
• Estimation and asymptotics for buffered probability of exceedance (Q723976) (← 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)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• A note on the robustness of multivariate medians (Q1124992) (← links)
• Convergence rates in multivariate robust outlier identification (Q1266938) (← links)
• Minimum-volume ellipsoids containing compact sets: Application to parameter bounding (Q1345621) (← links)
• Robust regression with both continuous and binary regressors (Q1361615) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
• Removing non-optimal support points in \(D\)-optimum design algorithms. (Q1423173) (← links)
• Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
• Smallest nonparametric tolerance regions. (Q1848908) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Combining locally and globally robust estimates for regression (Q1873100) (← links)
• Projection estimates of multivariate location (Q1873617) (← links)
• Robustness of the half-space median (Q1901728) (← links)
• On min-max majority and deepest points (Q1962227) (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Cube root weak convergence of empirical estimators of a density level set (Q2148981) (← links)
• Extremal general affine surface areas (Q2235948) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Robust Gaussian graphical modeling (Q2499075) (← links)
• Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
• Finding an Unknown Number of Multivariate Outliers (Q2920276) (← links)
• Robust location estimation under dependence (Q3432737) (← links)
• Robust linear discriminant analysis using S-estimators (Q4529337) (← links)
• Small - sample correction factor of the minimum covariance determinant estimator (Q4787649) (← links)
• Robust variable selection in the logistic regression model (Q5071994) (← links)
• Robust estimation of the mean vector for high-dimensional data set using robust clustering (Q5130235) (← links)
• (Q5148943) (← links)
• “Tail Conditional Expectations for Elliptical Distributions,” Zinoviy M. Landsman and Emiliano A. Valdez, October 2003 (Q5715986) (← links)
• On Huber's contaminated model (Q6097757) (← links)
• S-estimation in linear models with structured covariance matrices (Q6183870) (← links)