Pages that link to "Item:Q1884609"
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The following pages link to On the Stahel-Donoho estimator and depth-weighted means of multivariate data. (Q1884609):
Displaying 47 items.
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Robust functional sliced inverse regression (Q513702) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust estimating equation based on statistical depth (Q864914) (← links)
- Multidimensional trimming based on projection depth (Q869968) (← links)
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models (Q870729) (← links)
- Computing projection depth and its associated estimators (Q892443) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Exact computation of bivariate projection depth and the Stahel-Donoho estimator (Q901483) (← links)
- Multivariate trimmed means based on the Tukey depth (Q958794) (← links)
- The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness (Q1003777) (← links)
- Projection based scatter depth functions and associated scatter estimators (Q1041070) (← links)
- On a robust and efficient maximum depth estimator (Q1042951) (← links)
- Data depth based on spatial rank. (Q1423080) (← links)
- Projection-based depth functions and associated medians (Q1431435) (← links)
- Robust mixture regression using the \(t\)-distribution (Q1621288) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- A note on weak convergence of general halfspace depth trimmed means (Q1726704) (← links)
- Depth weighted scatter estimators (Q1781165) (← links)
- The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356) (← links)
- Influence function and maximum bias of projection depth based estimators. (Q1884610) (← links)
- Simulated annealing for higher dimensional projection depth (Q1927183) (← links)
- Halfspace depth and floating body (Q2002525) (← links)
- Robustness of the deepest projection regression functional (Q2065268) (← links)
- Employing the MCMC technique to compute the projection depth in high dimensions (Q2141582) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Trimmed and Winsorized transformed means based on a scaled deviation (Q2355376) (← links)
- Adaptive trimmed mean as a location estimate (Q2391914) (← links)
- Empirical depth processes (Q2474780) (← links)
- Robust depth-weighted wavelet for nonparametric regression models (Q2581181) (← links)
- Smart network based portfolios (Q2675737) (← links)
- On the moments of a stahel donoho robust multivatiate estimator (Q2774413) (← links)
- Stahel–Donoho estimation for high-dimensional data (Q2804919) (← links)
- Stahel-Donoho estimators with cellwise weights (Q3070619) (← links)
- Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter (Q3391872) (← links)
- An Extended Projection Data Depth and Its Applications to Discrimination (Q3526081) (← links)
- Influence functions of some depth functions, and application to depth-weighted L-statistics (Q3603646) (← links)
- Quantile functions for multivariate analysis: approaches and applications (Q4469556) (← links)
- EDF goodness-of-fit tests based on centre-outward ordering (Q4559462) (← links)
- Tukey Depths and Hamilton--Jacobi Differential Equations (Q5075722) (← links)
- Discussion (Q5971124) (← links)
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (Q6097546) (← links)
- The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
- Non-convex penalized multitask regression using data depth-based penalties (Q6541446) (← links)
- Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
- Eikonal depth: an optimal control approach to statistical depths (Q6620132) (← links)
- Robust variance inflation factor: a promising approach for collinearity diagnostics in the presence of outliers (Q6635378) (← links)
