Pages that link to "Item:Q4314931"
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The following pages link to Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators (Q4314931):
Displaying 33 items.
- Robust tools for the imperfect world (Q92459) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- The complexity of computing the MCD-estimator (Q703560) (← links)
- Comparing robust generalized variances and comments on efficiency (Q713706) (← links)
- Separating a mixture of two normals with proportional covariances (Q745522) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Inferences based on multiple skipped correlations (Q956750) (← links)
- Experiments with, and on, algorithms for maximum likelihood clustering (Q957004) (← links)
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator (Q962329) (← links)
- Outlier identification in high dimensions (Q1023500) (← links)
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data (Q1023535) (← links)
- Improved feasible solution algorithms for high breakdown estimation. (Q1285475) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
- BACON: blocked adaptive computationally efficient outlier nominators. (Q1583192) (← links)
- Proposals for chunking and tabu search (Q1609920) (← links)
- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families (Q1708997) (← links)
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
- Metaheuristics: A bibliography (Q1919858) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- An evolutionary algorithm for robust regression (Q2445777) (← links)
- The multivariate least-trimmed squares estimator (Q2476138) (← links)
- Multiple outlier detection in multivariate data using self-organizing maps (Q2488397) (← links)
- A natural robustification of the ordinary instrumental variables estimator (Q2861951) (← links)
- On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter (Q3155646) (← links)
- Issues of robustness and high dimensionality in cluster analysis (Q3298582) (← links)
- Automatic Editing for Business Surveys: An Assessment of Selected Algorithms (Q3421327) (← links)
- A comparison of robust alternatives to Hotelling’s<i>T</i><sup>2</sup>control chart (Q5123432) (← links)
- Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data (Q5124820) (← links)
- Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q5971027) (← links)
