Author of the publication

Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

, , and . Journal of the American Statistical Association, 101 (475): 1198-1211 (2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bounded influence regression using high breakdown scatter matrices, , and . Annals of the Institute of Statistical Mathematics, 55 (2): 265--285 (June 2003)Robust Principal Component Analysis Based on Pairwise Correlation Estimators., , and . COMPSTAT, page 573-580. Physica-Verlag, (2010)The Deepest Fit., and . COMPSTAT, page 437-442. Springer, (1998)Special issue on variable selection and robust procedures., , and . Comput. Stat. Data Anal., 54 (12): 2879-2882 (2010)A Stahel-Donoho estimator based on huberized outlyingness., , and . Comput. Stat. Data Anal., 56 (3): 531-542 (2012)Robust and efficient estimation of the residual scale in linear regression., , and . J. Multivar. Anal., (2013)Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function., and . Int. J. Approx. Reason., (2018)Tukey's Biweight Loss Function for Fuzzy Set-Valued M-estimators of Location., and . SMPS, volume 456 of Advances in Intelligent Systems and Computing, page 447-454. Springer, (2016)A Hotelling Test Based on MCD., , , and . COMPSTAT, page 117-122. Springer, (2002)Fast robust estimation of prediction error based on resampling., , and . Comput. Stat. Data Anal., 54 (12): 3121-3130 (2010)