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.

• 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)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry (Q1972159) (← links)
• Robust algorithms for multiphase regression models (Q1988803) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• On an order-based multivariate median (Q2048777) (← links)
• Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
• An empirical comparison between stochastic and deterministic centroid initialisation for K-means variations (Q2071340) (← links)
• All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
• On the measure of anchored Gaussian simplices, with applications to multivariate medians (Q2137003) (← links)
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
• Choosing among notions of multivariate depth statistics (Q2163071) (← links)
• Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method (Q2283319) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Finite sample breakdown point of Tukey's halfspace median (Q2361009) (← links)
• A generalized spatial sign covariance matrix (Q2418507) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• The \(k\)-step spatial sign covariance matrix (Q2442779) (← links)
• Inference for robust canonical variate analysis (Q2442782) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• The multivariate least-trimmed squares estimator (Q2476138) (← links)
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
• Parameter estimation under ambiguity and contamination with the spurious model (Q2493140) (← links)
• Robust estimation of Cronbach's alpha (Q2499084) (← links)
• A comparison of algorithms for the multivariate \(L_1\)-median (Q2512736) (← links)
• Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
• A weighted spatial median for clustered data (Q2655559) (← links)
• An L1-type estimator of multivariate location and shape (Q2655560) (← links)
• Robustness and asymptotics of the projection median (Q2657192) (← links)
• Robust regression with compositional covariates including cellwise outliers (Q2673343) (← links)
• Simple approximative algorithms for free-support Wasserstein barycenters (Q2701424) (← links)
• A natural robustification of the ordinary instrumental variables estimator (Q2861951) (← links)
• On Two Types of Breakdown Points of Weighted<i>L</i>²-median (Q3006247) (← links)
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
• Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
• A Hotelling Test Based on MCD (Q3298657) (← links)
• Computational Connections between Robust Multivariate Analysis and Clustering (Q3298690) (← links)
• Averaging Symmetric Positive-Definite Matrices (Q3300555) (← links)
• Breakdown bounds and expected test resistance (Q3432314) (← links)
• Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter (Q3432414) (← links)
• Trimmed and winsorized standard deviations based on a scaled deviation (Q3521113) (← links)
• Sensitivity Coefficient in Principal Component Analysis: Robust Case (Q3543706) (← links)
• Alternative m-estimators of location and their linear convex combinations (Q4237843) (← links)
• Finite sample tail behaviour of hodges-lehmann type estimators (Q4547522) (← links)