Pages that link to "Item:Q1192979"
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The following pages link to Highly efficient estimators of multivariate location with high breakdown point (Q1192979):
Displaying 27 items.
- On the statistical efficiency of robust estimators of multivariate location (Q537472) (← links)
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- On the breakdown point of multivariate location estimators based on trimming procedures (Q808584) (← links)
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices (Q809505) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838) (← links)
- The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators (Q1324556) (← links)
- Efficient high-breakdown \(M\)-estimators of scale (Q1324561) (← links)
- Robust estimation of multivariate location and shape (Q1361645) (← links)
- Robust and efficient estimation of multivariate scatter and location (Q1658434) (← links)
- On locally uniformly linearizable high breakdown location and scale functionals (Q1807100) (← links)
- Breakdown properties of location \(M\)-estimators (Q1807118) (← links)
- A robust estimator of multivariate location based on projection (Q1807867) (← links)
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. (Q1848822) (← links)
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- The influence function and maximum bias of Tukey's median (Q1873616) (← links)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
- Breakdown and groups. (With discussions and rejoinder) (Q2569232) (← links)
- Affine-equivariant spatial median and its use in the multivariate multi-sample location problem (Q2892459) (← links)
- On the optimality of multivariate S-estimators (Q2911669) (← links)
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)
- Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
- Some quantitative relationships between two types of finite sample breakdown point (Q5933623) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
- Non-asymptotic robustness analysis of regression depth median (Q6183697) (← links)
