Pages that link to "Item:Q4520224"

The following pages link to Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies (Q4520224):

Displaying 50 items.

• Robust tools for the imperfect world (Q92459) (← links)
• The minimum regularized covariance determinant estimator (Q92466) (← links)
• Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
• Robust principal component analysis via ES-algorithm (Q395949) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• \(M\)-estimation of wavelet variance (Q421382) (← links)
• Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited (Q558069) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• A canonical definition of shape (Q730743) (← links)
• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• Separating a mixture of two normals with proportional covariances (Q745522) (← 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)
• Projection-pursuit based principal component analysis: a large sample theory (Q882521) (← links)
• Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Robust discrimination under a hierarchy on the scatter matrices (Q928868) (← links)
• Robust probabilistic PCA with missing data and contribution analysis for outlier detection (Q961842) (← links)
• Robust tests for the common principal components model (Q998988) (← links)
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness (Q1003777) (← links)
• Robust data imputation (Q1004984) (← links)
• Derived components regression using the BACON algorithm (Q1010390) (← links)
• Robust centroid method (Q1010410) (← links)
• Fast and robust bootstrap (Q1019492) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
• Robust plug-in estimators in proportional scatter models. (Q1429879) (← links)
• A scatter matrix estimate based on the zonotope (Q1431434) (← links)
• On principal component analysis in \(L_{1}\). (Q1614834) (← links)
• A plug-in approach to sparse and robust principal component analysis (Q1694017) (← links)
• Fast computation of robust subspace estimators (Q1727931) (← links)
• The effect of data contamination in sliced inverse regression and finite sample breakdown point (Q1744720) (← links)
• Robust extraction of local structures by the minimum \(\beta\)-divergence method (Q1784548) (← links)
• Robust tests for one or more allometric lines (Q1790763) (← links)
• Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
• Robust factor analysis. (Q1867199) (← links)
• Affine equivariant multivariate rank methods (Q1874097) (← links)
• Bounded influence estimators for multivariate lognormal distributions (Q1876837) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• Two proposals for robust PCA using semidefinite programming (Q1952221) (← links)
• Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
• On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
• On weighted multivariate sign functions (Q2146460) (← links)
• Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
• Testing for principal component directions under weak identifiability (Q2176623) (← links)