Pages that link to "Item:Q4082856"
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The following pages link to Robust estimation and outlier detection with correlation coefficients (Q4082856):
Displaying 20 items.
- (Q3704751) (← links)
- Infiuence functions for certain parameters in discriminant analysis when a single discriminant function is not adequate (Q3718004) (← links)
- (Q3798098) (← links)
- Locally robust correlation coefficients (Q3876832) (← links)
- Robust regression estimators compared via monte carlo (Q4158341) (← links)
- Transformation of non positive semidefinite correlation matrices (Q4275773) (← links)
- Choosing among imputation techniques for incomplete multivariate data: a simulation study (Q4275808) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- Influence functions for certain parameters in multivariate analysis (Q4742167) (← links)
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach (Q4923051) (← links)
- Regularized covariance matrix estimation under the common principal components model (Q5084728) (← links)
- Correlations in bivariate Pareto distributions (Q5096668) (← links)
- Estimators of Influence Function (Q5201469) (← links)
- Symmetric Gini covariance and correlation (Q5507361) (← links)
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)
- Inner product matrices, kriging, and nonparametric estimation of variogram (Q5935073) (← links)
- Highly robust estimation of dispersion matrices (Q5943592) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
- Efficient estimation of the maximal association between multiple predictors and a survival outcome (Q6183767) (← links)
- A note on switching eigenvalues under small perturbations (Q6597446) (← links)
