Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation

Citations

Cited by:

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5. 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.
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11. 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.
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23. repec:jss:jstsof:32:i03 is not listed on IDEAS
24. 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.
25. 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).
26. 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.
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28. Kamiya, Hidehiko & Eguchi, Shinto, 2001. "A Class of Robust Principal Component Vectors," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 239-269, May.
29. 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.