🚀 go-pugleaf

Hello!

I'm doing my research work and I'd like to find the following
algorithms dealing with robust correlation/covariance:

1. Devlin & Gnanadesikan & Kettenring;
   Robust Estimation of Dispersion Matrices and Principal
   Components
   JASA, 1981, vol. 76, 374, pp. 354-362

2. W.A. Stahel;
   Estimation of Covariance Matrix with Location...
   Journal of Multivariate Analysis, 1987, pp. 296-311

3. R.A. Maronna;
   Robust M-estimators of Multivariate Location and Scatter
   The Annals of Statistics, 1976, vol. 4, No. 1, pp.51-67

4. A.C. Bebbington;
   A Method of Bivariate Trimming for Robust Estimation...
   Appl. Statist., 1978, 27, No. 3, pp. 221-226.

5. W. Olbricht;
   Robustification of Estimators by Winsorizing on Ellipsoids
   Journal of Multivariate Analysis, 1992, vol. 42, pp. 1-22

6. D.L. Donoho & M. Gasko;
   Breakdown Properties of Location Estimates Based on...
   The Annals of Statistics, 1992, vol. 20., No. 4, pp. 1803-1827

I've read these articles, but a few more:

7. Sequential deletion of apparent outliers...
   Ann. Stat., 1981, pp.945-959

8. Convex hull peeling

9. Ellipsoidal peeling

If You know something about algorithms used in these articles,
please let me know.

Thanks in advance.

vms@tukki.jyu.fi


-- 
Veli-Matti Suppola     vms@tukki.jyu.fi