K Yu, X Dang, Y Chen - Communications in Statistics-Theory and …, 2015 - Taylor & Francis
Visuri et al. proposed a technique for robust covariance matrix estimation based on different notions of multivariate sign and rank. Among them, the spatial rank based covariance matrix …
In modern multivariate statistical analysis, affine invariance or equivariance for statistical procedures are properties of paramount interest and importance. A statistical procedure …
This dissertation develops new outlyingness functions, and related methods, that at once are affine invariant, robust, and computationally efficient. The first part develops new results for …
Classical multivariate statistical inference methods including multivariate analysis of variance, principal component analysis, factor analysis, canonical correlation analysis are …
►“Two estimators of a parameter which agree for given data in one coordinate system should continue to agree after transformation to another coordinate system.”►“A test …