Pages that link to "Item:Q2438637"

The following pages link to Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637):

Displaying 17 items.

• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• Robust methods for heteroskedastic regression (Q1658742) (← links)
• A reweighting approach to robust clustering (Q1702028) (← links)
• Testing multivariate scatter parameter in elliptical model based on forward search method (Q1726894) (← links)
• A test for multivariate location parameter in elliptical model based on forward search method (Q1987718) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• The power of (extended) monitoring in robust clustering. Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q2324279) (← links)
• Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
• Multivariate elliptical truncated moments (Q2397126) (← links)
• Monitoring robust regression (Q2452110) (← links)
• How to Marry Robustness and Applied Statistics (Q2963075) (← links)
• Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
• Robust simultaneous confidence interval estimation of principal component loadings (Q5086159) (← links)
• Reliable Robust Regression Diagnostics (Q6064626) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering (Q6099134) (← links)