Robust and Multivariate Statistical Methods

Yi, Mengxi; Nordhausen, Klaus

Robust and Multivariate Statistical Methods

Edited by Mengxi Yi () and Klaus Nordhausen ()

in Springer Books from Springer

Date: 2023
ISBN: 978-3-031-22687-8
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Chapters in this book:

An Analysis of David E. Tyler’s Publication and Coauthor Network: Daniel Fischer, Klaus Nordhausen and Mengxi Yi
A Review of Tyler’s Shape Matrix and Its Extensions: Sara Taskinen, Gabriel Frahm, Klaus Nordhausen and Hannu Oja
On the Asymptotic Behavior of the Leading Eigenvector of Tyler’s Shape Estimator Under Weak Identifiability: Davy Paindaveine and Thomas Verdebout
On Minimax Shrinkage Estimation with Variable Selection: Stavros Zinonos and William E. Strawderman
On the Finite-Sample Performance of Measure-Transportation-Based Multivariate Rank Tests: Marc Hallin and Gilles Mordant
Refining Invariant Coordinate Selection via Local Projection Pursuit: Lutz Dümbgen, Katrin Gysel and Fabrice Perler
Directional Distributions and the Half-Angle Principle: John T. Kent
Power M-Estimators for Location and Scatter: Gabriel Frahm
On Robust Estimators of a Sphericity Measure in High Dimension: Esa Ollila and Hyon-Jung Kim
Detecting Outliers in Compositional Data Using Invariant Coordinate Selection: Anne Ruiz-Gazen, Christine Thomas-Agnan, Thibault Laurent and Camille Mondon
Robust Forecasting of Multiple Time Series with One-Sided Dynamic Principal Components: Daniel Peña and Víctor J. Yohai
Robust and Sparse Estimation of Graphical Models Based on Multivariate Winsorization: Ginette Lafit, Javier Nogales, Marcelo Ruiz and Ruben Zamar
Robustly Fitting Gaussian Graphical Models—the R Package robFitConGraph: Daniel Vogel, Stuart J. Watt and Anna Wiedemann
Robust Estimation of General Linear Mixed Effects Models: Manuel Koller and Werner A. Stahel
Asymptotic Behaviour of Penalized Robust Estimators in Logistic Regression When Dimension Increases: Ana M. Bianco, Graciela Boente and Gonzalo Chebi
Conditional Distribution-Based Downweighting for Robust Estimation of Logistic Regression Models: Weichang Yu and Howard D. Bondell
Bias Calibration for Robust Estimation in Small Areas: Setareh Ranjbar, Elvezio Ronchetti and Stefan Sperlich
The Diverging Definition of Robustness in Statistics and Computer Vision: Peter Meer
Power Calculations and Critical Values for Two-Stage Nonparametric Testing Regimes: John Kolassa, Xinyan Chen, Yodit Seifu and Dewei Zhong
Data Nuggets in Supervised Learning: Kenneth Edward Cherasia, Javier Cabrera, Luisa T. Fernholz and Robert Fernholz
Improved Convergence Rates of Normal Extremes: Yijun Zhu and Han Xiao
Local Spectral Analysis of Qualitative Sequences via Minimum Description Length: David S. Stoffer

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DOI: 10.1007/978-3-031-22687-8

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