The R package ecosystem for robust statistics
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Cites work
- A plug-in approach to sparse and robust principal component analysis
- A robust Parafac model for compositional data
- A survey of robust statistics
- Alternatives to the Median Absolute Deviation
- An adjusted boxplot for skewed distributions
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- BACON: blocked adaptive computationally efficient outlier nominators.
- Class Maps for Visualizing Classification Results
- Comparing classical and robust sparse PCA
- Detecting Deviating Data Cells
- Exploring multivariate data with the forward search.
- Finding Groups in Data
- From simple structure to sparse components: a review
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- High breakdown-point and high efficiency robust estimates for regression
- High-breakdown robust multivariate methods
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5217607 (Why is no real title available?)
- ICS for multivariate outlier detection with application to quality control
- Identification of Outliers in Multivariate Data
- Integrating robust clustering techniques in S-PLUS
- Invariant co-ordinate selection (with discussion)
- Least Median of Squares Regression
- MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
- Minimum covariance determinant and extensions
- Multivariate functional outlier detection
- Nearest-Neighbor Variance Estimation (NNVE)
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Outlier identification in high dimensions
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Principal component analysis for data containing outliers and missing elements
- Principal component analysis.
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Propagation of outliers in multivariate data
- Robust and efficient estimation of multivariate scatter and location
- Robust and sparse multigroup classification by the optimal scoring approach
- Robust clustering based on trimming
- Robust diagnostic regression analysis
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
- Robust groupwise least angle regression
- Robust Inference for Generalized Linear Models
- Robust linear clustering
- Robust Linear Model Selection Based on Least Angle Regression
- Robust principal component analysis for functional data. (With comments)
- Robust statistic for the one-way MANOVA
- Robust Statistics
- Robust statistics. Theory and methods (with R)
- Robust tools for the imperfect world
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Sparse Principal Component Analysis Based on Least Trimmed Squares
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- The minimum regularized covariance determinant estimator
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