Pages that link to "Item:Q915298"

The following pages link to On the relation between S-estimators and M-estimators of multivariate location and covariance (Q915298):

Displaying 50 items.

• Invariant co-ordinate selection (with discussion) (Q82621) (← links)
• Robust tools for the imperfect world (Q92459) (← links)
• Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
• Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
• Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
• High breakdown mixture discriminant analysis (Q707399) (← links)
• S-estimation of hidden Markov models (Q736987) (← links)
• The minimum weighted covariance determinant estimator (Q745468) (← links)
• Separating a mixture of two normals with proportional covariances (Q745522) (← links)
• Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
• High-breakdown robust multivariate methods (Q900488) (← links)
• Robust discrimination under a hierarchy on the scatter matrices (Q928868) (← links)
• Inferences based on multiple skipped correlations (Q956750) (← links)
• A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
• Robust online signal extraction from multivariate time series (Q962348) (← links)
• A note on multivariate location and scatter statistics for sparse data sets (Q988115) (← links)
• Robust tests for the common principal components model (Q998988) (← links)
• Propagation of outliers in multivariate data (Q1002160) (← links)
• Multivariate generalized S-estimators (Q1006669) (← links)
• Fast and robust bootstrap (Q1019492) (← links)
• Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices (Q1103299) (← links)
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
• On the optimality of S-estimators (Q1195586) (← links)
• Bias-robust estimators of multivariate scatter based on projections (Q1261307) (← links)
• A procedure for the detection of multivariate outliers. (Q1275531) (← links)
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data (Q1361544) (← links)
• Robust estimation of multivariate location and shape (Q1361645) (← links)
• Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. (Q1426351) (← links)
• Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
• The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
• Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
• Robust regression estimation and inference in the presence of cellwise and casewise contamination (Q1659174) (← links)
• Depth weighted scatter estimators (Q1781165) (← links)
• Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension (Q1816988) (← links)
• Constrained \(M\)-estimation for multivariate location and scatter (Q1816989) (← links)
• The density of multivariate \(M\)-estimates. (Q1848778) (← links)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
• Partial influence functions (Q1861398) (← links)
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
• The influence function and maximum bias of Tukey's median (Q1873616) (← links)
• The percentage bend correlation coefficient (Q1901369) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)