Pages that link to "Item:Q1816989"
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The following pages link to Constrained \(M\)-estimation for multivariate location and scatter (Q1816989):
Displayed 20 items.
- Inferences based on multiple skipped correlations (Q956750) (← links)
- Robust online signal extraction from multivariate time series (Q962348) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
- Depth weighted scatter estimators (Q1781165) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
- Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates (Q1848861) (← links)
- The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
- The influence function and maximum bias of Tukey's median (Q1873616) (← links)
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data. (Q1884609) (← links)
- Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
- A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
- On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter (Q3155646) (← links)
- On the Breakdown Properties of Some Multivariate M-Functionals* (Q5467691) (← links)
- “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000. (Q5718227) (← links)
- The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules. (Q5940877) (← links)