A cautionary note on robust covariance plug-in methods
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- Christophe Croux & Stefan Aelst & Catherine Dehon, 2003. "Bounded influence regression using high breakdown scatter matrices," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 265-285, June.
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- Joni Virta & Niko Lietzén & Henri Nyberg, 2024. "Robust signal dimension estimation via SURE," Statistical Papers, Springer, vol. 65(5), pages 3007-3038, July.
- Loperfido, Nicola, 2021. "Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Jari Miettinen & Markus Matilainen & Klaus Nordhausen & Sara Taskinen, 2020. "Extracting Conditionally Heteroskedastic Components using Independent Component Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 293-311, March.
- Dümbgen, Lutz & Nordhausen, Klaus & Schuhmacher, Heike, 2016. "New algorithms for M-estimation of multivariate scatter and location," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 200-217.
- Virta, J., 2016. "One-step M-estimates of scatter and the independence property," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 133-136.
- Nordhausen, Klaus & Ruiz-Gazen, Anne, 2022.
"On the usage of joint diagonalization in multivariate statistics,"
Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Nordhausen, Klaus & Ruiz-Gazen, Anne, 2021. "On the usage of joint diagonalization in multivariate statistics," TSE Working Papers 21-1268, Toulouse School of Economics (TSE).
- Klaus Nordhausen & Anne Ruiz-Gazen, 2022. "On the usage of joint diagonalization in multivariate statistics," Post-Print hal-04296111, HAL.
- Becquart, Colombe & Archimbaud, Aurore & Ruiz-Gazen, Anne & Prilé, Luka & Nordhausen, Klaus, 2024. "Invariant Coordinate Selection and Fisher Discriminant Subspace Beyond The Case of Two Groups," TSE Working Papers 24-1579, Toulouse School of Economics (TSE).
- Xin Dang & Hailin Sang & Lauren Weatherall, 2019. "Gini covariance matrix and its affine equivariant version," Statistical Papers, Springer, vol. 60(3), pages 641-666, June.
- Archimbaud, Aurore & Nordhausen, Klaus & Ruiz-Gazen, Anne, 2018. "ICS for multivariate outlier detection with application to quality control," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 184-199.
- Archimbaud, Aurore & Boulfani, Fériel & Gendre, Xavier & Nordhausen, Klaus & Ruiz-Gazen, Anne & Virta, Joni, 2021. "ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control," TSE Working Papers 21-1182, Toulouse School of Economics (TSE), revised Mar 2022.
- Miettinen, Jari & Nordhausen, Klaus & Taskinen, Sara, 2017. "Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i02).
- Nordhausen, Klaus & Oja, Hannu & Tyler, David E., 2022. "Asymptotic and bootstrap tests for subspace dimension," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Ruiz-Gazen, Anne & Thomas-Agnan, Christine & Laurent, Thibault & Mondon, Camille, 2022.
"Detecting outliers in compositional data using Invariant Coordinate Selection,"
TSE Working Papers
22-1320, Toulouse School of Economics (TSE).
- Anne Ruiz-Gazen & Christine Thomas-Agnan & Thibault Laurent & Camille Mondon, 2023. "Detecting outliers in compositional data using Invariant coordinate selection," Post-Print hal-04216540, HAL.
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