Pages that link to "Item:Q1103299"

The following pages link to Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices (Q1103299):

Displaying 50 items.

• Unconventional features of positive-breakdown estimators (Q1324567) (← links)
• Convergence of depth contours for multivariate datasets (Q1359410) (← links)
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data (Q1361544) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• Optimal locally robust M-estimates of regression (Q1378822) (← links)
• On the maximum number of fixed points in automorphisms of prime order of 2-\((v,k,\text 1)\) designs (Q1387612) (← links)
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
• Strong convergence rate of the least median absolute estimator in linear regression models (Q1402945) (← 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)
• Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
• Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods (Q1568266) (← links)
• A central limit theorem for multivariate generalized trimmed \(k\)-means (Q1568311) (← links)
• Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
• The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood (Q1623799) (← links)
• Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
• Robust regression estimation and inference in the presence of cellwise and casewise contamination (Q1659174) (← links)
• On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data (Q1749978) (← links)
• Depth weighted scatter estimators (Q1781165) (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
• Constrained \(M\)-estimation for multivariate location and scatter (Q1816989) (← links)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
• Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates (Q1848861) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Robust factor analysis. (Q1867199) (← links)
• The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
• Bounded influence estimators for multivariate lognormal distributions (Q1876837) (← links)
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data. (Q1884609) (← links)
• The percentage bend correlation coefficient (Q1901369) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
• High breakdown estimation for multiple populations with applications to discriminant analysis (Q1975521) (← links)
• Affine-equivariant inference for multivariate location under \({L_p}\) loss functions (Q2105187) (← links)
• Robustifying multiple-set linear canonical analysis with S-estimator (Q2208989) (← links)
• Spatial sign correlation (Q2256748) (← links)
• On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
• Adaptive exponential power depth with application to classification (Q2317183) (← links)
• The breakdown point of the median of means tournament (Q2322677) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Robust computation of linear models by convex relaxation (Q2351804) (← links)
• On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
• Robust estimation in the simple errors-in-variables model (Q2432776) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Inference for robust canonical variate analysis (Q2442782) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• Multiple outlier detection in multivariate data using self-organizing maps (Q2488397) (← links)
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
• Robust estimation for the multivariate linear model based on a \(\tau\)-scale (Q2499081) (← links)