Robust concentration graph model selection (Q2445761)

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Language	Label	Description	Also known as
English	Robust concentration graph model selection	scientific article

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scholarly article

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Robust concentration graph model selection (English)

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Computational Statistics and Data Analysis

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publication date

14 April 2014

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2008.11.021

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The multivariate least-trimmed squares estimator

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Asymptotics for the minimum covariance determinant estimator

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Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors

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Influence function and efficiency of the minimum covariance determinant scatter matrix estimator

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Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

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Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

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Model selection for Gaussian concentration graphs

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Multiple testing and error control in Gaussian graphical model selection

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A SINful approach to Gaussian graphical model selection

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Multiple hypothesis testing in microarray experiments.

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Introduction to Graphical Modelling

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Outlier identification in high dimensions

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On the impact of contaminations in graphical Gaussian models

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Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator

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Constrained \(M\)-estimation for multivariate location and scatter

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Building a robust linear model with forward selection and stepwise procedures

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On the relation between S-estimators and M-estimators of multivariate location and covariance

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Multivariate τ-Estimators for Location and Scatter

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Asymptotics of reweighted estimators of multivariate location and scatter

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Breakdown points of affine equivariant estimators of multivariate location and covariance matrices

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Robust m-estimators of multivariate location and scatter

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Outlier Robust Model Selection in Linear Regression

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Robust factor analysis.

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Small sample corrections for LTS and MCD

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Robust model selection using fast and robust bootstrap

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Rectangular Confidence Regions for the Means of Multivariate Normal Distributions

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On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.

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Tests for Gaussian graphical models

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A robust Hotelling test

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Identifiers

zbMATH Open document ID

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10.1016/j.csda.2008.11.021

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2445761

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