Part I About David E. Tylers Publications
An Analysis of David E. Tylers Publication and Coauthor Network. A Review of Tylers Shape Matrix and Its Extensions
Part II Multivariate Theory and Methods
On the Asymptotic Behavior of the Leading Eigenvector of Tylers Shape Estimator Under Weak Identifiability
On Minimax Shrinkage Estimation with Variable Selection
On the Finite-Sample Performance of Measure-Transportation-Based Multivariate Rank Tests
Refining Invariant Coordinate Selection via Local Projection Pursuit
Directional Distributions and the Half-Angle Principle
Part III Robust Theory and Methods
Power M-Estimators for Location and Scatter
On Robust Estimators of a Sphericity Measure in High Dimension
Detecting Outliers in Compositional Data Using Invariant Coordinate Selection
Robust Forecasting of Multiple Time Series with One-Sided Dynamic Principal Components
Robust and Sparse Estimation of Graphical Models Based on Multivariate Winsorization
Robustly Fitting Gaussian Graphical Modelsthe RPackage robFitConGraph
Robust Estimation of General Linear Mixed Effects Models
Asymptotic Behaviour of Penalized Robust Estimators in Logistic Regression When Dimension Increases
Conditional Distribution-Based Downweighting for Robust Estimation of Logistic Regression Models
Bias Calibration for Robust Estimation in Small Areas
The Diverging Definition of Robustness in Statistics and Computer Vision
Part IV Other Methods
Power Calculations and Critical Values for Two-Stage Nonparametric Testing Regimes
Data Nuggets in Supervised Learning
Improved Convergence Rates of Normal Extremes
Local Spectral Analysis of Qualitative Sequences via Minimum Description Length.