Pages that link to "Item:Q4082856"
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The following pages link to Robust estimation and outlier detection with correlation coefficients (Q4082856):
Displaying 50 items.
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Influence analysis in response surface methodology (Q389313) (← links)
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions (Q444955) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- The Gaussian rank correlation estimator: robustness properties (Q746226) (← links)
- The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- Projection-pursuit based principal component analysis: a large sample theory (Q882521) (← links)
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions (Q885781) (← links)
- A resistant estimator of multivariate location and dispersion (Q956901) (← links)
- Asymptotic distributions in the projection pursuit based canonical correlation analysis (Q963707) (← links)
- Influence functions and local influence in linear discriminant analysis (Q1020023) (← links)
- Approximate confidence intervals for a robust scale parameter (Q1145965) (← links)
- Influence in canonical correlation analysis (Q1205776) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- Three steps towards robust regression (Q1227425) (← links)
- On robust estimation of a correlation coefficient (Q1365733) (← links)
- Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions (Q1613044) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Robust exploratory factor analysis (Q1815675) (← links)
- Robust factor analysis. (Q1867199) (← links)
- Influence analysis on the direction of optimal response (Q1950786) (← links)
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
- Robustness properties of dispersion estimators (Q1962130) (← links)
- Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525) (← links)
- Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators (Q2103976) (← links)
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting (Q2111964) (← links)
- Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236) (← links)
- Better alternatives to current methods of scaling and weighting data for cluster analysis (Q2382873) (← links)
- Canonical correlation for principal components of time series (Q2403411) (← links)
- Analytical Bayes estimator and distribution for outlier infested time series data (Q2431701) (← links)
- Simple measure of similarity for the market graph construction (Q2438062) (← links)
- Influence analysis of non-Gaussianity by applying projection pursuit (Q2467387) (← links)
- Jackknife estimation of the eigenvalues of the covariance matrix (Q2563646) (← links)
- Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267) (← links)
- Bounds for the Distance to the Nearest Correlation Matrix (Q2818268) (← links)
- The Relationship Between the<i>T<sup>2</sup></i>Statistic and the Influence Function (Q2921836) (← links)
- An investigation of sample influence functions for the ds estimate of the optimum error rate in discriminant analysis (Q3137527) (← links)
- Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- An improved algorithm for robust PCA (Q3298001) (← links)
- The Influence Function and its Application to Data Validation (Q3311500) (← links)
- The Use of Influence Functions for Outlier Detection and Data Editing (Q3321239) (← links)
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers (Q3343253) (← links)
- On the choice of transformations of the correlation coefficient with or without an outlier (Q3347106) (← links)
- Two new approaches to robust estimation in time series (Q3350577) (← links)
- Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components. (Q3474030) (← links)
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617) (← links)