Robust Estimation of Multivariate Location and Scatter

Ricardo A. Maronna, Vı́ctor J. Yohai

Type: Other

Publication Date: 2004-10-15

Citations: 2

DOI: https://doi.org/10.1002/0471667196.ess0722

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Works Cited by This (30)

Action	Title	Year	Authors
+ PDF Chat	Finite Sample Breakdown Points of Projection Based Multivariate Location and Scatter Statistics	1994	David E. Tyler
+	Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo	1985	Guoying Li Zhonglian Chen
+ PDF Chat	Robust $M$-Estimators of Multivariate Location and Scatter	1976	Ricardo A. Maronna
+	Location estimators based on linear combinations of modified order statistics	1976	Vı́ctor J. Yohai Ricardo A. Maronna
+	Multivariate τ-estimators for location and scatter	1991	Hendrik P. Lopuhaä
+	Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data	1972	R. Gnanadesikan J. R. Kettenring
+ PDF Chat	A Distribution-Free $M$-Estimator of Multivariate Scatter	1987	David E. Tyler
+ PDF Chat	On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance	1989	Hendrik P. Lopuhaä
+ PDF Chat	Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices	1987	P. L. Davies
+	The Behavior of the Stahel-Donoho Robust Multivariate Estimator	1995	Ricardo A. Maronna Vı́ctor J. Yohai