Pages that link to "Item:Q2065296"
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The following pages link to Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296):
Displaying 11 items.
- On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data (Q1749978) (← links)
- Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
- Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
- Outlier detection for compositional data using robust methods (Q2426969) (← links)
- On robust Mahalanobis distance issued from minimum vector variance (Q2844379) (← links)
- Multivariate outliers and decompositions of mahalanobis distance (Q4541735) (← links)
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)
- Multidimensional outlier detection and robust estimation using <i>S<sub>n</sub></i> covariance (Q5867434) (← links)
- A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering (Q6099134) (← links)
- Enhancing multivariate control charts for individual observations using ROC estimates (Q6120482) (← links)
- Geographically weighted Comedian method for spatial outlier detection (Q6134368) (← links)
