The following pages link to (Q3749928):
Displaying 50 items.
- Robust statistic for the one-way MANOVA (Q92460) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Directional outlyingness for multivariate functional data (Q129235) (← links)
- Multivariate Functional Data Visualization and Outlier Detection (Q129236) (← links)
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- Generalized method of trimmed moments (Q254204) (← links)
- RKF-PCA: robust kernel fuzzy PCA (Q280365) (← links)
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model (Q311284) (← links)
- The use of a common location measure in the invariant coordinate selection and projection pursuit (Q321924) (← links)
- Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Similarity of samples and trimming (Q418241) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- A robust predictive approach for canonical correlation analysis (Q476257) (← links)
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (Q497850) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
- Projection-pursuit approach to robust linear discriminant analysis (Q604363) (← links)
- Robust binary regression (Q622444) (← links)
- The projection median of a set of points in \({\mathbb{R}}^{d}\) (Q664356) (← links)
- Some extensions of Tukey's depth function (Q697473) (← links)
- Conditional minimum volume ellipsoid with application to multiclass discrimination (Q732238) (← links)
- Multivariate spatial outlier detection using robust geographically weighted methods (Q745726) (← links)
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
- The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version (Q749110) (← links)
- Modified least trimmed quantile regression to overcome effects of leverage points (Q778639) (← links)
- On the breakdown point of multivariate location estimators based on trimming procedures (Q808584) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Efficient and robust estimation of regression and scale parameters, with outlier detection (Q829754) (← links)
- Outliers in official statistics (Q830270) (← links)
- Efficient robust estimation of time-series regression models. (Q834023) (← links)
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions (Q885781) (← links)
- Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- A monitoring display of multivariate outliers (Q956755) (← links)
- Implementing the Bianco and Yohai estimator for logistic regression (Q956758) (← links)
- Fast and robust discriminant analysis (Q956834) (← links)
- Significance tests for unsupervised pattern discovery in large continuous multivariate data sets (Q956899) (← links)
- Experiments with, and on, algorithms for maximum likelihood clustering (Q957004) (← links)
- Robust dimension reduction based on canonical correlation (Q958917) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Robust testing in the logistic regression model (Q961899) (← links)
- Using combinatorial optimization in model-based trimmed clustering with cardinality constraints (Q962299) (← links)
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator (Q962329) (← links)
