Pages that link to "Item:Q3321252"

The following pages link to Robustness and efficiency properties of scatter matrices (Q3321252):

Displaying 50 items.

• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
• A canonical definition of shape (Q730743) (← links)
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
• Elliptical regression operationalized (Q899928) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
• A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• Elliptical multivariate analysis (Q1118935) (← links)
• Mardia's coefficient of kurtosis in elliptical populations (Q1178646) (← links)
• Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
• A procedure for the detection of multivariate outliers. (Q1275531) (← links)
• Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data (Q1361544) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• Robust methods for inferring sparse network structures (Q1615086) (← links)
• Depth weighted scatter estimators (Q1781165) (← links)
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
• Constrained \(M\)-estimation for multivariate location and scatter (Q1816989) (← links)
• Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484) (← links)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Testing for elliptical symmetry in covariance matrix based analyses. (Q1871353) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• Testing symmetry around a subspace (Q2062398) (← links)
• Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
• Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
• Testing the equality of correlation matrices when sample correlation matrices are dependent (Q2370479) (← links)
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
• Symmetrised M-estimators of multivariate scatter (Q2455468) (← links)
• On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
• Tests and estimates of shape based on spatial signs and ranks (Q3611824) (← links)
• Characterizing parameters of multivariate elliptical distributions^* (Q3802427) (← links)
• Robust estimation of the SUR model (Q4521136) (← links)
• (Q4636983) (← links)
• Ultrastructural elliptical models (Q4715848) (← links)
• Graphical lassos for meta‐elliptical distributions (Q5166409) (← links)
• Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions (Q5750108) (← links)
• Some tests for the equality of covariance matrices (Q5932164) (← links)
• Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics (Q6067575) (← links)
• An analysis of David E. Tyler's publication and coauthor network (Q6606393) (← links)