Inferences Based on a Skipped Correlation Coefficient
暂无分享,去创建一个
[1] Francisco J. Prieto,et al. Multivariate Outlier Detection and Robust Covariance Matrix Estimation , 2001, Technometrics.
[2] Victor J. Yohai,et al. The Behavior of the Stahel-Donoho Robust Multivariate Estimator , 1995 .
[3] S. Zani,et al. Robust bivariate boxplots and multiple outlier detection , 1998 .
[4] Frederick Mosteller,et al. Data Analysis and Regression , 1978 .
[5] S. J. Devlin,et al. Robust Estimation of Dispersion Matrices and Principal Components , 1981 .
[6] B. Iglewicz,et al. Bivariate extensions of the boxplot , 1992 .
[7] P. Rousseeuw,et al. High-dimensional computation of the deepest location , 2000 .
[8] Katrien van Driessen,et al. A Fast Algorithm for the Minimum Covariance Determinant Estimator , 1999, Technometrics.
[9] D. Donoho,et al. Breakdown Properties of Location Estimates Based on Halfspace Depth and Projected Outlyingness , 1992 .
[10] David M. Rocke. Robustness properties of S-estimators of multivariate location and shape in high dimension , 1996 .
[11] P. Rousseeuw,et al. Unmasking Multivariate Outliers and Leverage Points , 1990 .
[12] J. Tukey,et al. Performance of Some Resistant Rules for Outlier Labeling , 1986 .
[13] David M. Rocke,et al. Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators , 1994 .
[14] Julia Kastner,et al. Introduction to Robust Estimation and Hypothesis Testing , 2005 .
[15] Howard Wainer,et al. Robust Regression & Outlier Detection , 1988 .
[16] P. Rousseeuw,et al. The Bagplot: A Bivariate Boxplot , 1999 .
[17] David E. Tyler. Some Issues in the Robust Estimation of Multivariate Location and Scatter , 1991 .
[18] F. Mosteller,et al. Exploring Data Tables, Trends and Shapes. , 1988 .
[19] R. Maronna. Robust $M$-Estimators of Multivariate Location and Scatter , 1976 .
[20] Guoying Li,et al. Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo , 1985 .
[21] S. Sheather,et al. Robust Estimation and Testing , 1990 .
[22] W. Fung,et al. Unmasking Outliers and Leverage Points: A Confirmation , 1993 .
[23] H. P. Lopuhaä. On the relation between S-estimators and M-estimators of multivariate location and covariance , 1989 .
[24] David E. Tyler,et al. Constrained M-estimation for multivariate location and scatter , 1996 .
[25] M. Srivastava,et al. On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals , 1984 .
[26] David L. Woodruff,et al. Identification of Outliers in Multivariate Data , 1996 .
[27] Kenneth Carling,et al. Resistant outlier rules and the non-Gaussian case , 1998 .
[28] L. Ammann. Robust Singular Value Decompositions: A New Approach to Projection Pursuit , 1993 .
[29] P. L. Davies,et al. Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices , 1987 .