Pages that link to "Item:Q1307100"
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The following pages link to Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100):
Displaying 11 items.
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions (Q444955) (← links)
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (Q745433) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
- The maximum bias of robust covariances (Q3978082) (← links)
- On the Breakdown Properties of Some Multivariate M-Functionals* (Q5467691) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- A review of Tyler's shape matrix and its extensions (Q6606394) (← links)
