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Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation

Citations

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Cited by:

  1. Leopold Simar & Paul Wilson, 2000. "A general methodology for bootstrapping in non-parametric frontier models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(6), pages 779-802.
  2. Prieto, Francisco J., 1997. "Robust covariance matrix estimation and multivariate outlier detection," DES - Working Papers. Statistics and Econometrics. WS 10497, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Sudhanshu Kumar MISHRA, 2008. "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
  4. Choulakian, V., 2001. "Robust Q-mode principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 135-150, August.
  5. Meltem Ekiz & O.Ufuk Ekiz, 2017. "Outlier detection with Mahalanobis square distance: incorporating small sample correction factor," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2444-2457, October.
  6. Essid, Hédi & Ouellette, Pierre & Vigeant, Stéphane, 2010. "Measuring efficiency of Tunisian schools in the presence of quasi-fixed inputs: A bootstrap data envelopment analysis approach," Economics of Education Review, Elsevier, vol. 29(4), pages 589-596, August.
  7. François Bavaud, 2011. "On the Schoenberg Transformations in Data Analysis: Theory and Illustrations," Journal of Classification, Springer;The Classification Society, vol. 28(3), pages 297-314, October.
  8. Chrys Caroni & Nedret Billor, 2007. "Robust Detection of Multiple Outliers in Grouped Multivariate Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(10), pages 1241-1250.
  9. Ke-Hai Yuan & Linda Marshall & Peter Bentler, 2002. "A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 95-121, March.
  10. Janz, Norbert, 1997. "Robust GMM Estimation of an Euler Equation Investment Model with German Firm Level Panel Data," ZEW Discussion Papers 97-05, ZEW - Leibniz Centre for European Economic Research.
  11. Graciela Boente & Matías Salibian-Barrera, 2015. "S -Estimators for Functional Principal Component Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1100-1111, September.
  12. Byungsoo Kim & Sangyeol Lee, 2014. "Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(4), pages 565-575, November.
  13. Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi, 2012. "Robust estimation of covariance and its application to portfolio optimization," Finance Research Letters, Elsevier, vol. 9(3), pages 121-134.
  14. Cevallos-Valdiviezo, Holger & Van Aelst, Stefan, 2019. "Fast computation of robust subspace estimators," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 171-185.
  15. Choulakian, V. & Allard, J. & Almhana, J., 2006. "Robust centroid method," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 737-746, November.
  16. Encarnación Álvarez-Verdejo & Pablo J. Moya-Fernández & Juan F. Muñoz-Rosas, 2021. "Single Imputation Methods and Confidence Intervals for the Gini Index," Mathematics, MDPI, vol. 9(24), pages 1-20, December.
  17. Kamiya, Hidehiko & Eguchi, Shinto, 2001. "A Class of Robust Principal Component Vectors," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 239-269, May.
  18. M. Hosseini & R. G. Carpenter & K. Mohammad, 1998. "Identification of outlying height and weight data in the Iranian National Health Survey 1990-92," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(5), pages 601-612, June.
  19. Francesco Vidoli & Elisa Fusco & Claudio Mazziotta, 2015. "Non-compensability in Composite Indicators: A Robust Directional Frontier Method," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 122(3), pages 635-652, July.
  20. Ruiz-Gazen, Anne, 1996. "A very simple robust estimator of a dispersion matrix," Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 149-162, February.
  21. Aleš Toman, 2014. "Robust confirmatory factor analysis based on the forward search algorithm," Statistical Papers, Springer, vol. 55(1), pages 233-252, February.
  22. Kosinski, Andrzej S., 1998. "A procedure for the detection of multivariate outliers," Computational Statistics & Data Analysis, Elsevier, vol. 29(2), pages 145-161, December.
  23. repec:jss:jstsof:32:i03 is not listed on IDEAS
  24. Sudhanshu Kumar MISHRA, 2008. "Robust Two�Stage Least Squares: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(4(6)_Wint).
  25. B. Baris Alkan & Cemal Atakan & Nesrin Alkan, 2015. "A comparison of different procedures for principal component analysis in the presence of outliers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1716-1722, August.
  26. Ke-Hai Yuan & Peter Bentler, 2000. "Robust mean and covariance structure analysis through iteratively reweighted least squares," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 43-58, March.
  27. Yang Yang & DeGruttola Victor, 2012. "Resampling-based Methods in Single and Multiple Testing for Equality of Covariance/Correlation Matrices," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-32, June.
  28. Wessel N. van Wieringen & Carel F. W. Peeters & Renee X. de Menezes & Mark A. van de Wiel, 2018. "Testing for pathway (in)activation by using Gaussian graphical models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1419-1436, November.
  29. Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany.
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