Pages that link to "Item:Q2569232"
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The following pages link to Breakdown and groups. (With discussions and rejoinder) (Q2569232):
Displaying 44 items.
- Testing noisy numerical data for monotonic association (Q148096) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure (Q261021) (← links)
- Weighted \(M\)-estimators for multivariate clustered data (Q273770) (← links)
- Algorithmic aspects of determining depth functions in a procedure for optimal hypothesis selection in data classification problems (Q341367) (← links)
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
- The Gaussian rank correlation estimator: robustness properties (Q746226) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models (Q870729) (← links)
- Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median (Q892807) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods (Q928853) (← links)
- Robust online scale estimation in time series: a model-free approach (Q958791) (← links)
- Robust online signal extraction from multivariate time series (Q962348) (← links)
- Principal component analysis for data containing outliers and missing elements (Q1023501) (← links)
- Outlier detection by means of robust regression estimators for use in engineering science (Q1048353) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Breakdown points for maximum likelihood estimators of location-scale mixtures (Q1879957) (← links)
- Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
- Implicitly weighted methods in robust image analysis (Q1932999) (← links)
- Robustness of the deepest projection regression functional (Q2065268) (← links)
- Robustness of supervised learning based on combined centroids (Q2148743) (← links)
- Nonsingular subsampling for regression S estimators with categorical predictors (Q2358938) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- Finite sample breakdown point of Tukey's halfspace median (Q2361009) (← links)
- Addendum to the discussion of ``Breakdown and groups'' (Q2500464) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- A weighted spatial median for clustered data (Q2655559) (← links)
- Issues of robustness and high dimensionality in cluster analysis (Q3298582) (← links)
- Interactions in the Analysis of Variance (Q4904727) (← links)
- Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions (Q4962433) (← links)
- Depth functions and mutidimensional medians on minimal spanning trees (Q5036984) (← links)
- Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation (Q5072992) (← links)
- Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
- Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix (Q5259102) (← links)
- On the use of robust estimators of multivariate location for heterogeneous data (Q6084755) (← links)
- Quantitative robustness of instance ranking problems (Q6175812) (← links)
- Robust regression techniques for multiple method comparison and transformation (Q6625508) (← links)