David E. Tyler

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All published works

Action	Title	Year	Authors
+	Robust and Resistant Regularized Covariance Matrices	2023	David E. Tyler Mengxi Yi Klaus Nordhausen
+ PDF Chat	Linear Pooling of Sample Covariance Matrices	2021	Elias Raninen David E. Tyler Esa Ollila
+	Asymptotic and bootstrap tests for subspace dimension	2021	Klaus Nordhausen Hannu Oja David E. Tyler
+	On the variability of the sample covariance matrix under complex elliptical distributions	2021	Elias Raninen Esa Ollila David E. Tyler
+ PDF Chat	On the Variability of the Sample Covariance Matrix Under Complex Elliptical Distributions	2021	Elias Raninen Esa Ollila David E. Tyler
+	Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation	2020	Mengxi Yi David E. Tyler
+	Linear pooling of sample covariance matrices	2020	Elias Raninen David E. Tyler Esa Ollila
+	Breakdown points of penalized and hybrid M-estimators of covariance	2020	David E. Tyler Mengxi Yi
+	Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation	2020	Mengxi Yi David E. Tyler
+	Shrinking the Covariance Matrix using Convex Penalties on the Matrix-Log Transformation	2020	Mengxi Yi David E. Tyler
+ PDF Chat	Lassoing eigenvalues	2019	David E. Tyler Mengxi Yi
+	Shrinking the Sample Covariance Matrix using Convex Penalties on the Matrix-Log Transformation	2019	David E. Tyler Mengxi Yi
+	Lassoing Eigenvalues	2018	David E. Tyler Mengxi Yi
+	Asymptotic and Bootstrap Tests for the Dimension of the Non-Gaussian Subspace	2017	Klaus Nordhausen Hannu Oja David E. Tyler Joni Virta
+	Asymptotic and bootstrap tests for subspace dimension	2016	Klaus Nordhausen Hannu Oja David E. Tyler
+	Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization	2016	Esa Ollila Ilya Soloveychik David E. Tyler Ami Wiesel
+	Geodesic Convexity and Regularized Scatter Estimators	2016	Lutz Duembgen David E. Tyler
+ PDF Chat	On the eigenvalues of the spatial sign covariance matrix in more than two dimensions	2016	Alexander Dürre David E. Tyler Daniel Vogel
+	On the Computation of Symmetrized M-Estimators of Scatter	2016	J.K. Miettinen Klaus Nordhausen Sara Taskinen David E. Tyler
+	Asymptotic and bootstrap tests for subspace dimension	2016	Klaus Nordhausen Hannu Oja David E. Tyler
+	Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization	2016	Esa Ollila Ilya Soloveychik David E. Tyler Ami Wiesel
+	Geodesic Convexity and Regularized Scatter Estimators	2016	Lutz Duembgen David E. Tyler
+	On the eigenvalues of the spatial sign covariance matrix in more than two dimensions	2015	Alexander Dürre David E. Tyler Daniel Vogel
+ PDF Chat	A cautionary note on robust covariance plug-in methods	2015	Klaus Nordhausen David E. Tyler
+	Generalized MM-Tests for Symmetry	2015	Jue Wang David E. Tyler
+	On the eigenvalues of the spatial sign covariance matrix in more than two dimensions	2015	Alexander Dürre David E. Tyler Daniel Vogel
+	Corrigendum to “The spatial sign covariance matrix with unknown location” [J. Multivariate Anal. 130 (2014) 107–117]	2014	Alexander Dürre Daniel Vogel David E. Tyler
+ PDF Chat	Robust estimators for nondecomposable elliptical graphical models	2014	Daniel Vogel David E. Tyler
+ PDF Chat	Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix	2014	Esa Ollila David E. Tyler
+	S‐Estimators	2014	David E. Tyler
+	A characterization of elliptical distributions and some optimality properties of principal components for functional data	2014	Graciela Boente Matías Salibián‐Barrera David E. Tyler
+ PDF Chat	The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions	2014	Andrew F. Magyar David E. Tyler
+ PDF Chat	The spatial sign covariance matrix with unknown location	2014	Alexander Dürre Daniel Vogel David E. Tyler
+	Breakdown Properties of the M-Estimators of Multivariate Scatter	2014	David E. Tyler
+	The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions	2013	Andrew F. Magyar David E. Tyler
+	The spatial sign covariance matrix with unknown location	2013	Alexander Dürre Daniel Vogel David E. Tyler
+	The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions	2013	Andrew F. Magyar David E. Tyler
+	Distribution-free detection under complex elliptically symmetric clutter distribution	2012	Esa Ollila David E. Tyler
+	Robust functional principal components: A projection-pursuit approach	2011	Juan Lucas Bali Graciela Boente David E. Tyler Jane-Ling Wang
+	The asymptotic efficiency of the spatial median for elliptically symmetric distributions	2011	Andrew F. Magyar David E. Tyler
+	A note on multivariate location and scatter statistics for sparse data sets	2010	David E. Tyler
+ PDF Chat	Invariant Co-Ordinate Selection	2009	David E. Tyler Frank Critchley Lutz Dümbgen Hannu Oja
+	Invariant co-ordinate selection (with discussion)	2009	David E. Tyler Frank Critchley Lutz Dümbgen Hannu Oja
+	Quantile Scale Curves	2009	Kesar Singh David E. Tyler Jingshan Zhang Somnath Mukherjee
+ PDF Chat	Tests and estimates of shape based on spatial signs and ranks	2008	Seija Sirkiä Sara Taskinen Hannu Oja David E. Tyler
+	Robust Statistics: Theory and Methods	2008	David E. Tyler
+	Robust Statistics: Theory and Methods. Ricardo A. Maronna, R. Douglas Martin, and Victor J. Yohai	2008	David E. Tyler
+	Tools for Exploring Multivariate Data: The Package<b>ICS</b>	2008	Klaus Nordhausen Hannu Oja David E. Tyler
+	Robust Statistical Methods with R	2007	David E. Tyler
+	ICS: Tools for Exploring Multivariate Data via ICS/ICA	2007	Klaus Nordhausen Andreas Alfons Aurore Archimbaud Hannu Oja Anne Ruiz‐Gazen David E. Tyler
+ PDF Chat	On the maximum bias functions of MM-estimates and constrained M-estimates of regression	2007	José R. Berrendero Beatriz V.M. Mendes David E. Tyler
+	S‐Estimators	2005	David E. Tyler
+	Robust regression for data with multiple structures	2005	Haifeng Chen Peter Meer David E. Tyler
+	DISCUSSION OF "BREAKDOWN AND GROUPS" BY P. L. DAVIES AND U. GATHER	2005	David E. Tyler
+ PDF Chat	On the Breakdown Properties of Some Multivariate M-Functionals*	2005	Lutz Dümbgen David E. Tyler
+	<scp><i>S</i></scp>‐Estimators	2004	David E. Tyler
+	On the finite sample breakdown points of redescending M-estimates of location	2004	Zhiqiang Chen David E. Tyler
+	On the behavior of Tukey's depth and median under symmetric stable distributions	2003	Zhiqiang Chen David E. Tyler
+ PDF Chat	The influence function and maximum bias of Tukey's median	2002	Zhiqiang Chen David E. Tyler
+ PDF Chat	Regularity and Uniqueness for Constrained M-Estimates and Redescending M-Estimates	2001	John T. Kent David E. Tyler
+	Robust Estimation for Chemical Concentration Data Subject to Detection Limits	2001	Leo R. Korn David E. Tyler
+ PDF Chat	On the uniqueness of S-functionals and M-functionals under nonelliptical distributions	2000	Kay Tatsuoka David E. Tyler
+	Comment	1998	Peter Meer David E. Tyler
+	On the Breakdown Properties of Two M-Functionals of Scatter	1997	Lutz Dümbgen David E. Tyler
+ PDF Chat	Constrained M-estimation for multivariate location and scatter	1996	John T. Kent David E. Tyler
+	Constrained M-Estimation for Regression	1996	Beatriz Vaz de Melo Mendes David E. Tyler
+	The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis	1994	M. L. Eaton David E. Tyler
+ PDF Chat	Finite Sample Breakdown Points of Projection Based Multivariate Location and Scatter Statistics	1994	David E. Tyler
+	A curious likelihood identity for the multivariate t-distribution	1994	John T. Kent David E. Tyler Yahuda. Vard
+ PDF Chat	Redescending $M$-Estimates of Multivariate Location and Scatter	1991	John T. Kent David E. Tyler
+ PDF Chat	On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix	1991	Morris L. Eaton David E. Tyler
+	Some Issues in the Robust Estimation of Multivariate Location and Scatter	1991	David E. Tyler
+	Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter	1988	David E. Tyler
+	Maximum likelihood estimation for the wrapped Cauchy distribution	1988	John T. Kent David E. Tyler
+	Statistical Analysis for the Angular Central Gaussian Distribution on the Sphere	1987	David E. Tyler
+ PDF Chat	A Distribution-Free $M$-Estimator of Multivariate Scatter	1987	David E. Tyler
+	Statistical analysis for the angular central Gaussian distribution on the sphere	1987	David E. Tyler
+ PDF Chat	Magnitudinal Effects in the Normal Multivariate Model	1986	Irwin Guttman Ulrich Menzefricke David E. Tyler
+ PDF Chat	A Class of Asymptotic Tests for Principal Component Vectors	1983	David E. Tyler
+ PDF Chat	The Asymptotic Distribution of Principal Component Roots Under Local Alternatives to Multiple Roots	1983	David E. Tyler
+	Robustness and Efficiency Properties of Scatter Matrices	1983	David E. Tyler
+	Robustness and efficiency properties of scatter matrices	1983	David E. Tyler
+	Radial estimates and the test for sphericity	1982	David E. Tyler
+	A Counterexample To Miller And Farr's Algorithm For The Index Of Redundancy	1982	David E. Tyler

Common Coauthors

Coauthor	Papers Together
Klaus Nordhausen	9
Hannu Oja	9
Esa Ollila	8
Mengxi Yi	8
Daniel Vogel	6
Alexander Dürre	6
John T. Kent	5
Andrew F. Magyar	4
Lutz Dümbgen	4
Elias Raninen	4
Peter Meer	2
Frank Critchley	2
Sara Taskinen	2
Ami Wiesel	2
Zhiqiang Chen	2
Ilya Soloveychik	2
Lutz Duembgen	2
Graciela Boente	2
Kay Tatsuoka	1
Zhiqiang Chen	1
Jue Wang	1
Haifeng Chen	1
Beatriz Vaz de Melo Mendes	1
Morris L. Eaton	1
Beatriz V.M. Mendes	1
Yahuda. Vard	1
M. L. Eaton	1
Leo R. Korn	1
Matías Salibián‐Barrera	1
J.K. Miettinen	1
Somnath Mukherjee	1
Kesar Singh	1
Andreas Alfons	1
Seija Sirkiä	1
José R. Berrendero	1
Aurore Archimbaud	1
Jingshan Zhang	1
Daniel Vogel	1
Irwin Guttman	1
Joni Virta	1
Jane-Ling Wang	1
Anne Ruiz‐Gazen	1
Ulrich Menzefricke	1
Juan Lucas Bali	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Robust $M$-Estimators of Multivariate Location and Scatter	1976	Ricardo A. Maronna	25
+ PDF Chat	A Distribution-Free $M$-Estimator of Multivariate Scatter	1987	David E. Tyler	20
+ PDF Chat	Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices	1987	P. L. Davies	16
+ PDF Chat	On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance	1989	Hendrik P. Lopuhaä	15
+ PDF Chat	Redescending $M$-Estimates of Multivariate Location and Scatter	1991	John T. Kent David E. Tyler	14
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	14
+ PDF Chat	Constrained M-estimation for multivariate location and scatter	1996	John T. Kent David E. Tyler	12
+	Radial estimates and the test for sphericity	1982	David E. Tyler	11
+ PDF Chat	Invariant Co-Ordinate Selection	2009	David E. Tyler Frank Critchley Lutz Dümbgen Hannu Oja	11
+	Multivariate Estimation with High Breakdown Point	1985	Peter J. Rousseeuw	11
+ PDF Chat	The Commutation Matrix: Some Properties and Applications	1979	Jan R. Magnus Heinz Neudecker	11
+	Robust Statistics	1981	Peter J. Huber	10
+	Robust Statistics: Theory and Methods	2006	Ricardo A. Maronna R. Douglas Martin Vı́ctor J. Yohai	10
+ PDF Chat	On the uniqueness of S-functionals and M-functionals under nonelliptical distributions	2000	Kay Tatsuoka David E. Tyler	9
+	Robustness and efficiency properties of scatter matrices	1983	David E. Tyler	9
+	Sign and rank covariance matrices	2000	S. Visuri Visa Koivunen Hannu Oja	9
+	A note on multivariate location and scatter statistics for sparse data sets	2010	David E. Tyler	8
+ PDF Chat	Min-Max Bias Robust Regression	1989	R. Douglas Martin V. J. Yohai Ruben H. Zamar	8
+	Robust Regression and Outlier Detection	1987	Peter J. Rousseeuw Annick M. Leroy	8
+ PDF Chat	Theory of multivariate statistics	2000	Martin Bilodeau David J. Brenner	8
+	Robust Regression by Means of S-Estimators	1984	Peter J. Rousseeuw V. J. Yohai	8
+	Robust principal component analysis for functional data	1999	Nicholas Locantore J. S. Marron Douglas G. Simpson N. Tripoli J. T. Zhang K. L. Cohen Graciela Boente Ricardo Fraiman Babette Brumback Christophe Croux	8
+	On Tyler‘s M-Functional of Scatter in High Dimension	1998	Lutz Dümbgen	8
+	Bias-robust estimators of multivariate scatter based on projections	1992	Ricardo A. Maronna Werner A. Stahel Vı́ctor J. Yohai	8
+	Theory of Multivariate Statistics	1999	Martin Bilodeau David J. Brenner George Casella Stephen E. Fienberg Ingram Olkin	7
+ PDF Chat	Breakdown Properties of Location Estimates Based on Halfspace Depth and Projected Outlyingness	1992	David L. Donoho Miriam Gasko	7
+	Some robust estimates of principal components	1999	John I. Marden	7
+ PDF Chat	Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models	2013	Teng Zhang Ami Wiesel Maria Greco	7
+ PDF Chat	Tests of multinormality based on location vectors and scatter matrices	2007	Annaliisa Kankainen Sara Taskinen Hannu Oja	7
+ PDF Chat	Finite Sample Breakdown Points of Projection Based Multivariate Location and Scatter Statistics	1994	David E. Tyler	7
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead	6
+	Statistical analysis for the angular central Gaussian distribution on the sphere	1987	David E. Tyler	6
+ PDF Chat	The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions	2014	Andrew F. Magyar David E. Tyler	6
+ PDF Chat	High Breakdown-Point and High Efficiency Robust Estimates for Regression	1987	Vı́ctor J. Yohai	6
+	A practical affine equivariant multivariate median	2002	Thomas P. Hettmansperger Ronald H. Randles	6
+	Robust functional estimation using the median and spherical principal components	2008	Daniel Gervini	5
+	Least Median of Squares Regression	1984	Peter J. Rousseeuw	5
+	Symmetrised M-estimators of multivariate scatter	2007	Seija Sirkiä Sara Taskinen Hannu Oja	5
+	Robust Regression and Outlier Detection	1989	Gregory F. Piepel Peter J. Rousseeuw Annick M. Leroy	5
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	5
+	Sign and Rank Covariance Matrices: Statistical Properties and Application to Principal Components Analysis	2002	Christophe Croux Esa Ollila Hannu Oja	5
+ PDF Chat	The spatial sign covariance matrix with unknown location	2014	Alexander Dürre Daniel Vogel David E. Tyler	5
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	5
+	Tools for Exploring Multivariate Data: The Package<b>ICS</b>	2008	Klaus Nordhausen Hannu Oja David E. Tyler	5
+ PDF Chat	Asymptotics of reweighted estimators of multivariate location and scatter	1999	Hendrik P. Lopuhaä	5
+	Scatter Matrices and Independent Component Analysis	2016	Hannu Oja Seija Sirkiä Jan Eriksson	5
+ PDF Chat	On the Breakdown Properties of Some Multivariate M-Functionals*	2005	Lutz Dümbgen David E. Tyler	4
+ PDF Chat	The Asymptotic Distribution of Principal Component Roots Under Local Alternatives to Multiple Roots	1983	David E. Tyler	4
+	A Note on an Estimator for the Variance That Utilizes the Kurtosis	1990	Donald T. Searls Pichai Intarapanich	4
+	High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale	1988	Vı́ctor J. Yohai Ruben H. Zamar	4