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Multivariate location and scatter matrix estimation is a cornerstone in multivariate data analysis.
Robust Statistics (2nd edition)
Huber, P.J. and Ronchetti, E.M. (1981) · 1981
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Breakdown of covariance estimators
Stahel, W.A. (1981) · 1981
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Breakdown Properties of Multivariate Location Estimators
Donoho, D.L. (1982) · 1982
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Multivariate statistical techniques applied to pisolitic laterite geochemistry at Golden Grove, Western Australia
Smith, R.E., Campbell, N.A., and Lichfield, A (1984) · 1984
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Multivariate estimation with high breakdown point
Rousseeuw, P.J. (1985) · 1985
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High breakdown point and high efficiency robust estimates for regression
Yohai, V.J. (1985) · 1985
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Asymptotic behaviour of S-estimators of multivariate location parameters and dispersion matrices
Davies, P. (1987) · 1987
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A fast algorithm for the minimum covariance determinant estimator
Rousseeuw, P.J. and Van Driessen, K. (1999) · 1999
Cited alongside, same era.
On the uniqueness of s-functionals and m-functionals under nonelliptical distributions
Tatsuoka, K.S. and Tyler, D.E. (2000) · 2000
Cited alongside, same era.
Scalable robust covariance and correlation estimates for data mining
Alqallaf, F.A., Konis, K.P., Martin, R.D., and Zamar, R.H. (2002) · 2002
Cited alongside, same era.
A class of robust and fully efficient regression estimators
Gervini, D. and Yohai, V.J. (2002) · 2002
Cited alongside, same era.
Robust Statistic: Theory and Methods
Maronna, R.A., Martin, R.D., and Yohai, V.J. (2006) · 2006
Cited alongside, same era.
A fast algorithm for S-regression estimates
Salibian-Barrera, M. and Yohai, V.J. (2006) · 2006
Cited alongside, same era.
Comment on “invariant co-ordinate selection”
Stahel, W.A. and Maechler, M. (2009) · 2009
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Robust Estimation of Multivariate Scatter under Non-Affine Equivarint Scenarios
Danilov, M. (2010) · 2010
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Robust estimation of multivariate location and scatter in the presence of missing data
Danilov, M., Yohai, V.J., and Zamar, R.H. (2012) · 2012
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The MCS estimator of location and scatter
Vakili, K., Hubert, M., and Rousseeuw, P. (2012) · 2012
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A Stahel-Donoho estimator based on huberized outlyingness
Van Aelst, S., Vandervieren, E., and Willems, G. (2012) · 2012
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Robust constrained clustering in presence of entry-wise outliers
Farcomeni, A. (2014) · 2014
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Propagation of outliers in multivariate data
Alqallaf, F., Van Aelst, S., Yohai, V.J., and Zamar, R.H. (2009) · 2009
Cited alongside, same era.