T. A. Sajesh

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Robust Estimates of Location and Dispersion for High-Dimensional Datasets 2002 Ricardo A. Maronna
Ruben H. Zamar
8
+ Outlier detection for high dimensional data using the Comedian approach 2011 T. A. Sajesh
M. R. Srinivasan
6
+ On Mad and Comedians 1997 Michael Falk
5
+ PDF Chat Multivariate Outlier Detection and Robust Covariance Matrix Estimation 2001 Daniel Peña
Francisco J. Prieto
5
+ Limit theorems for the median deviation 1985 Peter A. Hall
A. H. Welsh
5
+ PDF Chat Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices 1991 Hendrik P. Lopuhaä
Peter J. Rousseeuw
5
+ Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data 1972 R. Gnanadesikan
J. R. Kettenring
4
+ A Fast Algorithm for the Minimum Covariance Determinant Estimator 1999 Peter J. Rousseeuw
Katrien Van Driessen
4
+ PDF Chat Robust $M$-Estimators of Multivariate Location and Scatter 1976 Ricardo A. Maronna
4
+ The Behavior of the Stahel-Donoho Robust Multivariate Estimator 1995 Ricardo A. Maronna
Vı́ctor J. Yohai
4
+ Alternatives to the Median Absolute Deviation 1993 Peter J. Rousseeuw
Christophe Croux
3
+ Fast Very Robust Methods for the Detection of Multiple Outliers 1994 Anthony C. Atkinson
3
+ Robust Estimation of Dispersion Matrices and Principal Components 1981 Susan J. Devlin
R. Gnanadesikan
J. R. Kettenring
3
+ Identifying Multiple Outliers in Multivariate Data 1992 Ali S. Hadi
3
+ Multivariate Estimation with High Breakdown Point 1985 Peter J. Rousseeuw
3
+ Unmasking Multivariate Outliers and Leverage Points 1990 Peter J. Rousseeuw
Bert C. van Zomeren
3
+ PDF Chat Identification of Outliers in Multivariate Data 1996 David M. Rocke
David L. Woodruff
3
+ A Fast Algorithm for the Minimum Covariance Determinant Estimator 1999 Peter J. Rousseeuw
Katrien Van Driessen
3
+ Robust Statistics 1981 Peter J. Huber
2
+ THE MULTIVARIATE SHORT-RUN SNAPSHOT Q CHART 2001 Charles P. Quesenberry
2
+ BACON: blocked adaptive computationally efficient outlier nominators 2000 Nedret Billor
Ali S. Hadi
Paul F. Velleman
2
+ <i>S<sub>n</sub></i> covariance 2019 Sajana O. Kunjunni
T. A. Sajesh
2
+ Robust Estimation in Multivariate Control Charts for Individual Observations 2003 N José Alberto Vargas
2
+ <i>Outliers in Statistical Data</i> 1979 V. Barnett
T. Lewis
Francine Abeles
2
+ PDF Chat High breakdown estimation methods for Phase I multivariate control charts 2006 Willis A. Jensen
Jeffrey B. Birch
William H. Woodall
2
+ A Multivariate Robust Control Chart for Individual Observations 2009 Shojaeddin Chenouri
Stefan H. Steiner
Asokan Mulayath Variyath
2
+ Multidimensional outlier detection and robust estimation using <i>S<sub>n</sub></i> covariance 2020 Sajana O. Kunjunni
T. A. Sajesh
2
+ A comparison of robust alternatives to Hotelling’s<i>T</i><sup>2</sup>control chart 2009 José Luis Alfaro Navarro
Juan Fco. Ortega
2
+ A robust Hotelling test 2002 Gert Willems
Greet Pison
Peter J. Rousseeuw
Stefan Van Aelst
2
+ PDF Chat Robustness properties of S-estimators of multivariate location and shape in high dimension 1996 David M. Rocke
2
+ Detecting multivariate outliers: Use a robust variant of the Mahalanobis distance 2017 Christophe Leys
Olivier Klein
Yves Dominicy
Christophe Ley
2
+ Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators 2019 Elisa Cabana
Rosa E. Lillo
Henry Laniado
2
+ Time-Efficient Algorithms for Two Highly Robust Estimators of Scale 1992 Christophe Croux
Peter J. Rousseeuw
2
+ Robust Statistics: The Approach Based on Influence Functions 1987 David Ruppert
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
2
+ Outliers in Statistical Data. 1995 Anthony C. Atkinson
V. Barnett
T. Lewis
2
+ Computation of robust estimates of multivariate location and shape 1993 David M. Rocke
David L. Woodruff
2
+ PDF Chat On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance 1989 Hendrik P. Lopuhaä
2
+ Transformation of non positive semidefinite correlation matrices 1993 Peter J. Rousseeuw
Geert Molenberghs
2
+ Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation 1980 N. A. Campbell
2
+ Outliers in Statistical Data. 1995 N. Balakrishnan
V. Barnett
T. Lewis
2
+ On Some Ridge Regression Estimators: An Empirical Comparisons 2009 Gisela Muniz
B. M. Golam Kibria
1
+ Detection of Influential Observation in Linear Regression 2000 R. Dennis Cook
1
+ Influence in canonical correlation analysis 1992 Mario Romanazzi
1
+ Outlier detection in linear models: a comparative study in simple linear regression 1986 Uditha Balasooriya
Ying Kei Tse
1
+ Efficiency in normal samples and tolerance of extreme values for some estimates of location 1967 J. L. Hodges
1
+ An empirical comparison of some statistics for identifying outliers and influential observations in linear regression models 1987 Uditha Balasooriya
Yi-Kei Tse
Y. S. Liew
1
+ Multivariate outliers and decompositions of mahalanobis distance 2000 Myung Geun Kim
1
+ A Simple Univariate Outlier Identification Procedure Designed for Large Samples 2007 Sharmila Banerjee
Boris Iglewicz
1
+ Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators 1994 David L. Woodruff
David M. Rocke
1
+ Exploring process data with the use of robust outlier detection algorithms 2003 Leo H. Chiang
Randy J. Pell
Mary Beth Seasholtz
1