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Robust Estimation of Dispersion Matrices and Principal Components
离散程度矩阵与主成分的稳健估计
This paper uses Monte Carlo methods to compare the performances of several robust procedures for estimating a correlation matrix and its principal components. The estimators are formed either from separate bivariate analyses or by simultaneous manipulation of all variables by using techniques such as multivariate trimming and M-estimation. The M-estimators stand up exceptionally well. They and the multivariate trimming procedure are especially effective at estimating the…
Robust estimation and outlier detection with correlation coefficients
相关系数的稳健估计与异常值检测
Two graphical methods are proposed for identifying bivariate observations that may unduly influence the sample correlation coefficient. Secondly, robust estimators of correlation are developed and a Monte Carlo comparative study is made of these and other well-known estimators. Also considered are methods for developing positive-definite estimates of correlation matrices and extensions of robustness to other problems such as regression are mentioned.
Separate Maximum Likelihood Estimation of Scale or Shape Parameters of the Gamma Distribution Using Order Statistics
Estimation of Error Variance from Smallest Ordered Contrasts
利用最小次序对比平方估计误差方差
Tables are given to facilitate the maximum likelihood estimation of error variance using the M smallest squares of K single degree of freedom contrasts. Some statistical properties of the estimate based on a random sampling experiment are given.
Miscellanea: Separate maximum likelihood estimation of scale or shape parameters of the gamma distribution using order statistics
杂论：利用次序统计量分别极大似然估计伽马分布的尺度或形状参数
M. B. WILK, R. GNANADESIKAN, MARILYN J. HUYETT; Miscellanea: Separate maximum likelihood estimation of scale or shape parameters of the gamma distribution