Pages that link to "Item:Q3924999"
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The following pages link to Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation (Q3924999):
Displaying 50 items.
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- On the Schoenberg transformations in data analysis: theory and illustrations (Q263290) (← links)
- Robust principal component analysis via ES-algorithm (Q395949) (← links)
- Robust algebraic segmentation of mixed rigid-body and planar motions from two views (Q408795) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- A shape-based voting algorithm for pedestrian detection and tracking (Q632600) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection (Q961842) (← links)
- Robust centroid method (Q1010410) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Methods of \(L_ 1\) estimation of a covariance matrix (Q1091707) (← links)
- A procedure for the detection of multivariate outliers. (Q1275531) (← links)
- Distributional analysis to model atypical behavior (Q1330567) (← links)
- A very simple robust estimator of a dispersion matrix (Q1351858) (← links)
- Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation (Q1361528) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- Fast computation of robust subspace estimators (Q1727931) (← links)
- Robust extraction of local structures by the minimum \(\beta\)-divergence method (Q1784548) (← links)
- Robust exploratory factor analysis (Q1815675) (← links)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
- Influence in canonical variates analysis (Q1896063) (← links)
- Multiple outlier detection in multivariate data using projection pursuit techniques (Q1969145) (← links)
- Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869) (← links)
- Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data (Q2260979) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- Multiple outlier detection in multivariate data using self-organizing maps (Q2488397) (← links)
- An incomplete data approach to the analysis of covariance structures (Q2639502) (← links)
- Two new approaches to robust estimation in time series (Q3350577) (← links)
- Some small-sample properties of some recently proposed multivariate outlier detection techniques (Q3527732) (← links)
- A robust biplot (Q4024618) (← links)
- Identification of outlying height and weight data in the Iranian National Health Survey 1990-92 (Q4269539) (← links)
- Bayesian approach to outlier detection in multivariate normal samples and linear models (Q4386457) (← links)
- A general methodology for bootstrapping in non-parametric frontier models (Q4425175) (← links)
- Outlier detection by robust principal components analysis (Q4490163) (← links)
- A robust principal component analysis (Q4806339) (← links)
- Outlier detection for high dimensional data using the Comedian approach (Q4912049) (← links)
- Sample-based Maximum Likelihood Estimation of the Autologistic Model (Q5123267) (← links)
- Robust Detection of Multiple Outliers in Grouped Multivariate Data (Q5123362) (← links)
- A comparison of different procedures for principal component analysis in the presence of outliers (Q5130287) (← links)
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)
- Robust estimation for the covariance matrix of multi-variate time series (Q5495693) (← links)
- A New Approach for Detecting Multivariate Outliers (Q5697417) (← links)
- Using a Mixture Model for Multiple Imputation in the Presence of Outliers: The ‘Healthy for Life’ Project (Q5757860) (← links)
- Self-Calibrating Quantile–Quantile Plots (Q5884414) (← links)
- Sign and rank covariance matrices (Q5928952) (← links)
- Robust Q-mode principal component analysis in \(L_{1}\) (Q5941545) (← links)
