Pages that link to "Item:Q809505"

The following pages link to Breakdown points of affine equivariant estimators of multivariate location and covariance matrices (Q809505):

Displaying 50 items.

• Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
• The minimum regularized covariance determinant estimator (Q92466) (← links)
• Optimization techniques for robust multivariate location and scatter estimation (Q281780) (← links)
• How bad can the centroid be? (Q322839) (← links)
• Groups acting on Gaussian graphical models (Q385776) (← 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)
• Large sample and robust properties of \(\widetilde {L} ^{2}\)-median (Q545426) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Some extensions of Tukey's depth function (Q697473) (← links)
• Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← 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)
• Multidimensional trimming based on projection depth (Q869968) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Evaluation of robust estimators applied to fluorescence assays (Q938893) (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator (Q956805) (← links)
• Propagation of outliers in multivariate data (Q1002160) (← links)
• The symplectic camel and the uncertainty principle: the tip of an iceberg? (Q1022507) (← links)
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties (Q1036719) (← links)
• On a robust and efficient maximum depth estimator (Q1042951) (← links)
• Outlier detection by means of robust regression estimators for use in engineering science (Q1048353) (← links)
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
• On the optimality of S-estimators (Q1195586) (← links)
• Unconventional features of positive-breakdown estimators (Q1324567) (← links)
• Orthogonalization of multivariate location estimators: The orthomedian (Q1354362) (← links)
• Robust covariance estimates based on resampling (Q1361650) (← links)
• On the effect of inliers on the spatial median (Q1372219) (← links)
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• Projection-based depth functions and associated medians (Q1431435) (← links)
• Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
• Efficiency of the pMST and RDELA location and scatter estimators (Q1621955) (← links)
• The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
• Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
• Minimum volume peeling: a robust nonparametric estimator of the multivariate mode (Q1660236) (← links)
• Robust inference for seemingly unrelated regression models (Q1661346) (← links)
• A fast proximal gradient algorithm for decentralized composite optimization over directed networks (Q1680665) (← links)
• The moment of inertia and the linear discriminant function (Q1767748) (← links)
• A robust method for cluster analysis (Q1781164) (← links)
• Multidimensional medians and uniqueness (Q1800117) (← links)
• A robust estimator of multivariate location based on projection (Q1807867) (← links)
• Finite sample tail behavior of multivariate location estimators (Q1810709) (← links)
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
• Robustness of the half-space median (Q1901728) (← links)
• The sample breakdown points of tests (Q1918227) (← links)