Pages that link to "Item:Q1816988"

The following pages link to Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988):

Displaying 13 items.

• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
• Robust estimation of the mean vector for high-dimensional data set using robust clustering (Q5130235) (← links)
• Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)
• Robust Fits for Copula Models (Q5436418) (← links)
• Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
• Robust estimation of the conditional median function at elliptical models (Q5933622) (← links)
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules. (Q5940877) (← links)
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination'' (Q5965750) (← links)
• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
• Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971029) (← links)
• Robust quadratic discriminant analysis using <i>S_n</i> covariance (Q6171526) (← links)
• Sparse Principal Component Analysis Based on Least Trimmed Squares (Q6636568) (← links)
• Robust Multivariate Functional Control Chart (Q6637477) (← links)