Pages that link to "Item:Q1314461"

The following pages link to Asymptotics for the minimum covariance determinant estimator (Q1314461):

Displaying 50 items.

• Robust tools for the imperfect world (Q92459) (← links)
• The minimum regularized covariance determinant estimator (Q92466) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• Robust Hotelling \(T^2\) control chart with consistent minimum vector variance (Q473581) (← links)
• On the statistical efficiency of robust estimators of multivariate location (Q537472) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
• On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
• The complexity of computing the MCD-estimator (Q703560) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
• Robust dimension reduction based on canonical correlation (Q958917) (← links)
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator (Q962329) (← links)
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data (Q1023535) (← links)
• A note on the robustness of multivariate medians (Q1124992) (← links)
• Minimax estimators of a covariance matrix (Q1201125) (← links)
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator (Q1208645) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• A central limit theorem for multivariate generalized trimmed \(k\)-means (Q1568311) (← links)
• A reweighting approach to robust clustering (Q1702028) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• Robust factor analysis. (Q1867199) (← links)
• Projection estimates of multivariate location (Q1873617) (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Adaptive exponential power depth with application to classification (Q2317183) (← links)
• Robust concentration graph model selection (Q2445761) (← links)
• The multivariate least-trimmed squares estimator (Q2476138) (← links)
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
• Robust estimation of Cronbach's alpha (Q2499084) (← links)
• Computing the minimum covariance determinant estimator (MCD) by simulated annealing (Q2563626) (← links)
• Influence of observations on the misclassification probability in quadratic discriminant analysis (Q2581832) (← links)
• Finding an unknown number of multivariate outliers (Q2920276) (← links)
• Robust linear discriminant analysis using S-estimators (Q4529337) (← links)
• Robust estimation of the hierarchical model for responses and response times (Q4627518) (← links)
• Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
• On multivariate separating Hill estimator under estimated location and scatter (Q4632274) (← links)
• Small - sample correction factor of the minimum covariance determinant estimator (Q4787649) (← links)
• Maxbias Curves of Robust Location Estimators based on Subranges (Q4805924) (← links)
• Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator (Q5039811) (← links)
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
• A useful approach to identify the multicollinearity in the presence of outliers (Q5130218) (← links)
• Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)