Minimum volume ellipsoid

S Van Aelst, P Rousseeuw - Wiley Interdisciplinary Reviews …, 2009 - Wiley Online Library
The minimum volume ellipsoid (MVE) estimator is based on the smallest volume ellipsoid
that covers h of the n observations. It is an affine equivariant, high‐breakdown robust …

[图书][B] Robust statistics: theory and methods (with R)

RA Maronna, RD Martin, VJ Yohai, M Salibián-Barrera - 2019 - books.google.com
A new edition of this popular text on robust statistics, thoroughly updated to include new and
improved methods and focus on implementation of methodology using the increasingly …

[图书][B] Introduction to robust estimation and hypothesis testing

RR Wilcox - 2011 - books.google.com
This revised book provides a thorough explanation of the foundation of robust methods,
incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and …

High-breakdown robust multivariate methods

M Hubert, PJ Rousseeuw, S Van Aelst - 2008 - projecteuclid.org
When applying a statistical method in practice it often occurs that some observations deviate
from the usual assumptions. However, many classical methods are sensitive to outliers. The …

Projection-based depth functions and associated medians

Y Zuo - The Annals of Statistics, 2003 - projecteuclid.org
A class of projection-based depth functions is introduced and studied. These projection-
based depth functions possess desirable properties of statistical depth functions and their …

MULTIVARIATE QUANTILES AND MULTIPLE-OUTPUT REGRESSION QUANTILES: FROM L ₁ OPTIMIZATION TO HALFSPACE DEPTH [with Discussion and …

M Hallin, D Paindaveine, M Šiman, Y Wei… - The Annals of …, 2010 - JSTOR
A new multivariate concept of quantile, based on a directional version of Koenker and
Bassett's traditional regression quantiles, is introduced for multivariate location and multiple …

Quantile functions for multivariate analysis: approaches and applications

R Serfling - Statistica Neerlandica, 2002 - Wiley Online Library
Despite the absence of a natural ordering of Euclidean space for dimensions greater than
one, the effort to define vector‐valued quantile functions for multivariate distributions has …

Robust PCA and classification in biosciences

M Hubert, S Engelen - Bioinformatics, 2004 - academic.oup.com
Motivation: Principal components analysis (PCA) is a very popular dimension reduction
technique that is widely used as a first step in the analysis of high-dimensional microarray …

[图书][B] Robust methods for data reduction

A Farcomeni, L Greco - 2016 - books.google.com
This book gives a non-technical overview of robust data reduction techniques, encouraging
the use of these important and useful methods in practical applications. The main areas …

Robust multivariate regression

PJ Rousseeuw, S Van Aelst, K Van Driessen… - Technometrics, 2004 - Taylor & Francis
We introduce a robust method for multivariate regression based on robust estimation of the
joint location and scatter matrix of the explanatory and response variables. As a robust …