-
1
-
-
38349183884
-
The multivariate least-trimmed squares estimator
-
Agulló, J., Croux, C., Van Aelst, S., 2008. The multivariate least-trimmed squares estimator. Journal of Multivariate Analysis 99 (3), 311-338.
-
(2008)
Journal of Multivariate Analysis
, vol.99
, Issue.3
, pp. 311-338
-
-
Agulló, J.1
Croux, C.2
Van Aelst, S.3
-
3
-
-
84879521760
-
Iterative proportional scaling based on a robust start estimator
-
Weihs, C., Gaul, W. (Eds.), Springer, Heidelberg
-
Becker, C., 2005. Iterative proportional scaling based on a robust start estimator. In: Weihs, C., Gaul, W. (Eds.), Classification-The Ubiquitous Challenge. Springer, Heidelberg, pp. 248-255.
-
(2005)
Classification-The Ubiquitous Challenge
, pp. 248-255
-
-
Becker, C.1
-
4
-
-
21344481802
-
Asymptotics for the minimum covariance determinant estimator
-
Butler, R.W., Davies, P.L., Jhun, M., 1993. Asymptotics for the minimum covariance determinant estimator. The Annals of Statistics 21 (3), 1385-1400. (Pubitemid 24756812)
-
(1993)
Annals of Statistics
, vol.21
, Issue.3
, pp. 1385
-
-
Butler, R.W.1
Davies, P.L.2
Jhun, M.3
-
5
-
-
84972506446
-
Linear dependencies represented by chain graphs (with discussion)
-
Cox, D.R., Wermuth, N., 1993. Linear dependencies represented by chain graphs (with discussion). Statistical Science 8, 204-218.
-
(1993)
Statistical Science
, vol.8
, pp. 204-218
-
-
Cox, D.R.1
Wermuth, N.2
-
6
-
-
0003449595
-
-
Chapman and Hall, London
-
Cox, D.R., Wermuth, N., 1996. Multivariate Dependencies. Models, Analysis and Interpretation. Chapman and Hall, London.
-
(1996)
Multivariate Dependencies. Models, Analysis and Interpretation
-
-
Cox, D.R.1
Wermuth, N.2
-
7
-
-
0001399709
-
Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
-
Croux, C., Haesbroeck, G., 1999. Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. Journal of Multivariate Analysis 71 (2), 161-190.
-
(1999)
Journal of Multivariate Analysis
, vol.71
, Issue.2
, pp. 161-190
-
-
Croux, C.1
Haesbroeck, G.2
-
8
-
-
0001088628
-
Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies
-
Croux, C., Haesbroeck, G., 2000. Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies. Biometrika 87 (3), 603-618.
-
(2000)
Biometrika
, vol.87
, Issue.3
, pp. 603-618
-
-
Croux, C.1
Haesbroeck, G.2
-
9
-
-
0000789842
-
Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
-
Davies, P.L., 1987. Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices. The Annals of Statistics 15 (3), 1269-1292.
-
(1987)
The Annals of Statistics
, vol.15
, Issue.3
, pp. 1269-1292
-
-
Davies, P.L.1
-
10
-
-
15944403709
-
Model selection for Gaussian concentration graphs
-
DOI 10.1093/biomet/91.3.591
-
Drton, M., Perlman, M.D., 2004. Model selection for Gaussian concentration graphs. Biometrika 91 (3), 591-602. (Pubitemid 41309895)
-
(2004)
Biometrika
, vol.91
, Issue.3
, pp. 591-602
-
-
Drton, M.1
Perlman, M.D.2
-
11
-
-
49449118676
-
Multiple testing and error control in Gaussian graphical model selection
-
Drton, M., Perlman, M.D., 2007a. Multiple testing and error control in Gaussian graphical model selection. Statistical Science 22 (3), 430-449.
-
(2007)
Statistical Science
, vol.22
, Issue.3
, pp. 430-449
-
-
Drton, M.1
Perlman, M.D.2
-
13
-
-
0043203327
-
Multiple hypothesis testing in microarray experiments
-
DOI 10.1214/ss/1056397487
-
Dudoit, S., Shaffer, J.P., Boldrick, J.C., 2003. Multiple hypothesis testing in microarray experiments. Statistical Science 18 (1), 71-103. (Pubitemid 41461823)
-
(2003)
Statistical Science
, vol.18
, Issue.1
, pp. 71-103
-
-
Dudoit, S.1
Shaffer, J.P.2
Boldrick, J.C.3
-
15
-
-
35548978494
-
Outlier identification in high dimensions
-
Filzmoser, P., Maronna, R., Werner, M., 2008. Outlier identification in high dimensions. Computational Statistics & Data Analysis 52 (3), 1694-1711.
-
(2008)
Computational Statistics & Data Analysis
, vol.52
, Issue.3
, pp. 1694-1711
-
-
Filzmoser, P.1
Maronna, R.2
Werner, M.3
-
16
-
-
33846671505
-
On the impact of contaminations in graphical Gaussian models
-
Gottard, A., Pacillo, S., 2007. On the impact of contaminations in graphical Gaussian models. Statistical Methods and Applications 15 (3), 343-354.
-
(2007)
Statistical Methods and Applications
, vol.15
, Issue.3
, pp. 343-354
-
-
Gottard, A.1
Pacillo, S.2
-
17
-
-
0344513198
-
Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
-
DOI 10.1016/S0167-9473(02)00280-3, PII S0167947302002803
-
Hardin, J., Rocke, D.M., 2004. Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator. Computational Statistics and Data Analysis 44 (4), 625-638. (Pubitemid 37471079)
-
(2004)
Computational Statistics and Data Analysis
, vol.44
, Issue.4
, pp. 625-638
-
-
Hardin, J.1
Rocke, D.M.2
-
18
-
-
0002294347
-
A simple sequentially repetitive multiple test procedure
-
Holm, S., 1979. A simple sequentially repetitive multiple test procedure. Scandinavian Journal of Statistics 6, 65-70.
-
(1979)
Scandinavian Journal of Statistics
, vol.6
, pp. 65-70
-
-
Holm, S.1
-
19
-
-
0043123251
-
Fitting percentage of body fat to simple body measurements
-
Johnson, R.W., 1996. Fitting percentage of body fat to simple body measurements. Journal of Statistics Education 4 (1).
-
(1996)
Journal of Statistics Education
, vol.4
, Issue.1
-
-
Johnson, R.W.1
-
20
-
-
0030516417
-
Constrained M-estimation for multivariate location and scatter
-
Kentc, J.T., Tyler, D.E., 1996. Constrained M-estimation for multivariate location and scatter. The Annals of Statistics 24 (3), 1346-1370. (Pubitemid 126131285)
-
(1996)
Annals of Statistics
, vol.24
, Issue.3
, pp. 1346-1370
-
-
Kent, J.T.1
Tyler, D.E.2
-
21
-
-
34548269207
-
Building a robust linear model with forward selection and stepwise procedures
-
Khan, J.A., Aelst, S. Van, Zamar, R.H., 2007. Building a robust linear model with forward selection and stepwise procedures. Computational Statistics & Data Analysis 52 (1), 239-248.
-
(2007)
Computational Statistics & Data Analysis
, vol.52
, Issue.1
, pp. 239-248
-
-
Khan, J.A.1
Van Aelst, S.2
Zamar, R.H.3
-
22
-
-
0004047518
-
-
Oxford Science Publications, Oxford
-
Lauritzen, S.L., 1996. Graphical Models. Oxford Science Publications, Oxford.
-
(1996)
Graphical Models
-
-
Lauritzen, S.L.1
-
23
-
-
0001055108
-
On the relation between S-estimators and M-estimators of multivariate location and covariance
-
Lopuhaa, H.P., 1989. On the relation between S-estimators and M-estimators of multivariate location and covariance. The Annals of Statistics 17 (4), 1662-1683.
-
(1989)
The Annals of Statistics
, vol.17
, Issue.4
, pp. 1662-1683
-
-
Lopuhaa, H.P.1
-
24
-
-
84988090412
-
Multivariate τ-estimators for location and scatter
-
Lopuhaa, H.P., 1991. Multivariate τ-estimators for location and scatter. The Canadian Journal of Statistics 19, 307-321.
-
(1991)
The Canadian Journal of Statistics
, vol.19
, pp. 307-321
-
-
Lopuhaa, H.P.1
-
25
-
-
0033233738
-
Asymptotics of reweighted estimators of multivariate location and scatter
-
Lopuhaa, H.P., 1999. Asymptotics of reweighted estimators of multivariate location and scatter. The Annals of Statistics 27 (5), 1638-1665.
-
(1999)
The Annals of Statistics
, vol.27
, Issue.5
, pp. 1638-1665
-
-
Lopuhaa, H.P.1
-
26
-
-
0001352378
-
Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
-
Lopuhaa, H.P., Rousseeuw, P.J., 1991. Breakdown points of affine equivariant estimators of multivariate location and covariance matrices. The Annals of Statistics 19 (1), 229-248.
-
(1991)
The Annals of Statistics
, vol.19
, Issue.1
, pp. 229-248
-
-
Lopuhaa, H.P.1
Rousseeuw, P.J.2
-
27
-
-
0003607151
-
-
Academic Press, London
-
Mardia, K.V., Kent, J.T., Bibby, J.M., 1979. Multivariate Analysis. Academic Press, London.
-
(1979)
Multivariate Analysis
-
-
Mardia, K.V.1
Kent, J.T.2
Bibby, J.M.3
-
28
-
-
0002063041
-
Robust M-estimators of multivariate location and scatter
-
Maronna, R.A., 1976. Robust M-estimators of multivariate location and scatter. The Annals of Statistics 4 (1), 51-67.
-
(1976)
The Annals of Statistics
, vol.4
, Issue.1
, pp. 51-67
-
-
Maronna, R.A.1
-
29
-
-
29144504107
-
Outlier robust model selection in linear regression
-
DOI 10.1198/016214505000000529
-
Müller, S., Welsh, A.H., 2005. Outlier Robust Model Selection in Linear Regression. Journal of the American Statistical Association 100 (472), 1297-1310. (Pubitemid 41801277)
-
(2005)
Journal of the American Statistical Association
, vol.100
, Issue.472
, pp. 1297-1310
-
-
Muller, S.1
Welsh, A.H.2
-
30
-
-
0037289480
-
Robust factor analysis
-
Pison, G., Rousseeuw, P.J., Filzmoser, P., Croux, C., 2003. Robust factor analysis. Journal of Multivariate Analysis 84 (1), 145-172.
-
(2003)
Journal of Multivariate Analysis
, vol.84
, Issue.1
, pp. 145-172
-
-
Pison, G.1
Rousseeuw, P.J.2
Filzmoser, P.3
Croux, C.4
-
31
-
-
3042679819
-
Diagnostic plots for robust multivariate methods
-
DOI 10.1198/1061860043498
-
Pison, G., Van Aelst, S., 2004. Diagnostic plots for robust multivariate methods. Journal of Computational and Graphical Statistics 13 (2), 310-329. (Pubitemid 38845887)
-
(2004)
Journal of Computational and Graphical Statistics
, vol.13
, Issue.2
, pp. 310-329
-
-
Pison, G.1
Van Aelst, S.2
-
32
-
-
0036383073
-
Small sample corrections for LTS and MCD
-
Pison, G., Van Aelst, S., Willelms, G., 2002. Small sample corrections for LTS and MCD. Metrika 55, 111-123.
-
(2002)
Metrika
, vol.55
, pp. 111-123
-
-
Pison, G.1
Van Aelst, S.2
Willelms, G.3
-
35
-
-
4544275029
-
Robust multivariate regression
-
Rousseeuw, P.J., Van Aelst, S., Van Driessen, K., Agullo, J., 2004. Robust multivariate regression. Technometrics 46 (3), 293-305.
-
(2004)
Technometrics
, vol.46
, Issue.3
, pp. 293-305
-
-
Rousseeuw, P.J.1
Van Aelst, S.2
Van Driessen, K.3
Agullo, J.4
-
36
-
-
0032680362
-
A fast algorithm for the minimum covariance determinant estimator
-
Rousseeuw, P.J., van Driessen, K., 1999. A fast algorithm for the minimum covariance determinant estimator. Technometrics 41 (3), 212-223.
-
(1999)
Technometrics
, vol.41
, Issue.3
, pp. 212-223
-
-
Rousseeuw, P.J.1
Van Driessen, K.2
-
37
-
-
47749155199
-
Robust model selection using fast and robust bootstrap
-
Salibian-Barrera, M., Van Aelst, S., 2008. Robust model selection using fast and robust bootstrap. Computational Statistics & Data Analysis 52 (12), 5121-5135.
-
(2008)
Computational Statistics & Data Analysis
, vol.52
, Issue.12
, pp. 5121-5135
-
-
Salibian-Barrera, M.1
Van Aelst, S.2
-
38
-
-
84947402121
-
Rectangular confidence regions for the means of multivariate normal distributions
-
Šidák, Z., 1967. Rectangular confidence regions for the means of multivariate normal distributions. Journal of the American Statistical Association 62, 626-633.
-
(1967)
Journal of the American Statistical Association
, vol.62
, pp. 626-633
-
-
Šidák, Z.1
-
39
-
-
0034237950
-
On the uniqueness of S-functionals and M-functionals under nonelliptical distributions
-
Tatsuoka, K.S., Tyler, D.E., 2000. On the uniqueness of S-functionals and M-functionals under nonelliptical distributions. The Annals of Statistics 28 (4), 1219-1243.
-
(2000)
The Annals of Statistics
, vol.28
, Issue.4
, pp. 1219-1243
-
-
Tatsuoka, K.S.1
Tyler, D.E.2
-
42
-
-
0036383074
-
A robust Hotelling test
-
Willems, G., Pison, G., Rousseeuw, PJ, Van Aelst, S., 2002. A robust Hotelling test. Metrika 55 (1), 125-138.
-
(2002)
Metrika
, vol.55
, Issue.1
, pp. 125-138
-
-
Willems, G.1
Pison, G.2
Rousseeuw, P.J.3
Van Aelst, S.4
|