Pages that link to "Item:Q1816988"

The following pages link to Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988):

Displayed 23 items.

• Projection-pursuit approach to robust linear discriminant analysis (Q604363) ‎ (← links)
• Inferences based on multiple skipped correlations (Q956750) ‎ (← links)
• A robust testing procedure for the equality of covariance matrices (Q957254) ‎ (← links)
• Outlier identification in high dimensions (Q1023500) ‎ (← links)
• Projection based scatter depth functions and associated scatter estimators (Q1041070) ‎ (← links)
• Robust estimation of multivariate location and shape (Q1361645) ‎ (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) ‎ (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) ‎ (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) ‎ (← links)
• A characteristic function approach to the biased sampling model, with application to robust logistic regression (Q2475754) ‎ (← links)
• Multiple outlier detection in multivariate data using self-organizing maps (Q2488397) ‎ (← links)
• Breakdown and groups. (With discussions and rejoinder) (Q2569232) ‎ (← links)
• A note On outlier sensitivity of Sliced Inverse Regression (Q3153641) ‎ (← links)
• On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter (Q3155646) ‎ (← links)
• Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter (Q3391872) ‎ (← links)
• Performance of High Breakdown Mixture Discriminant Analysis Under Different Biweight Functions (Q3447073) ‎ (← links)
• Some small-sample properties of some recently proposed multivariate outlier detection techniques (Q3527732) ‎ (← links)
• Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modeling Using Two New Strategies (Q3543737) ‎ (← links)
• Robust Multivariate Regression When There is Heteroscedasticity (Q3616246) ‎ (← links)
• Robust Fits for Copula Models (Q5436418) ‎ (← links)
• Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) ‎ (← links)
• Robust estimation of the conditional median function at elliptical models (Q5933622) ‎ (← links)
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules. (Q5940877) ‎ (← links)