The following pages link to (Q3313120):
Displaying 45 items.
- Robust mixture regression model fitting by Laplace distribution (Q158403) (← links)
- Multivariate functional outlier detection (Q497792) (← links)
- Tensor-based projection depth (Q654413) (← links)
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
- Algorithms for the computation of weights in bounded influence regression (Q804193) (← links)
- On the breakdown point of multivariate location estimators based on trimming procedures (Q808584) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions (Q930655) (← links)
- Robust PCA for skewed data and its outlier map (Q961420) (← links)
- An outlier map for support vector machine classification (Q965126) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness (Q1003777) (← links)
- Robust data imputation (Q1004984) (← links)
- Permutation tests for multivariate location problems (Q1293660) (← links)
- Desirable properties, breakdown and efficiency in the linear regression model (Q1324560) (← links)
- Unconventional features of positive-breakdown estimators (Q1324567) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
- The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
- Exact computation of the halfspace depth (Q1659242) (← links)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry (Q1972159) (← links)
- On general notions of depth for regression (Q2038290) (← links)
- An adjusted Grubbs' and generalized extreme studentized deviation (Q2075492) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- Influence diagnostics in support vector machines (Q2131934) (← links)
- Uniform convergence rates for the approximated halfspace and projection depth (Q2209837) (← links)
- Robust mixture multivariate linear regression by multivariate Laplace distribution (Q2407517) (← links)
- Multivariate and functional classification using depth and distance (Q2418318) (← links)
- Robust kernel principal component analysis and classification (Q2442780) (← links)
- Robust classification for skewed data (Q2442787) (← links)
- Robust versus classical detection of atypical data (Q2563576) (← links)
- A comparison of some quick algorithms for robust regression (Q2563582) (← links)
- Change-of-variance sensitivities in regression analysis (Q3326624) (← links)
- A Measure of Directional Outlyingness With Applications to Image Data and Video (Q3391117) (← links)
- The geometry of the affine invariant multivariate sign and rank methods (Q3836401) (← links)
- Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types (Q5030940) (← links)
- Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)
- Robust estimation of the mean vector for high-dimensional data set using robust clustering (Q5130235) (← links)
- A co-median approach to detect compositional outliers (Q5138164) (← links)
- Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
- On the use of robust estimators of multivariate location for heterogeneous data (Q6084755) (← links)
- Non-asymptotic analysis and inference for an outlyingness induced winsorized mean (Q6089298) (← links)
- Least sum of squares of trimmed residuals regression (Q6184883) (← links)
