New York: Springer, 2015. - 513p.
When We Were Very Young: Some Recollections from Hannu Oja’s First Years of Academic Life
Publication and Coauthorship Networks of Hannu Oja
Approximate U-Statistics for State Waiting Times Under Right Censoring
Nonparametric Location Estimators in the Randomized Complete Block Design
Permutation Tests in Linear Regression
Highly Robust and Highly Finite Sample Efficient Estimators for the Linear Model
Optimal Rank Tests for Symmetry Against Edgeworth-Type Alternatives
Generalized MM-Tests for Symmetry
M-Estimators of the Correlation Coefficient for Bivariate Independent Component Distributions
Robust Coordinates for Compositional Data Using Weighted Balances
Computation of the Oja Median by Bounded Search
Algorithms for the Spatial Median
L1-Regression for Multivariate Clustered Data
Robust Variable Selection and Coefficient Estimation in Multivariate Multiple Regression Using LAD-Lasso
On Some Nonparametric Classifiers Based on Distribution Functions of Multivariate Ranks
Robust Change Detection in the Dependence Structure of Multivariate Time Series
Tyler’s M-Estimator in High-Dimensional Financial-Data Analysis
Affine Equivariant Rank-Weighted L-Estimation of Multivariate Location
Robust High-Dimensional Precision Matrix Estimation
Paired Sample Tests in Infinite Dimensional Spaces
Semiparametric Analysis in Conditionally Independent Multivariate Mixture Models
A B-Robust Non-Iterative Scatter Matrix Estimator: Asymptotics and Application to Cluster Detection Using Invariant Coordinate Selection
On ANOVA-Like Matrix Decompositions
On Invariant Within Equivalence Coordinate System (IWECS) Transformations
Alternative Diagonality Criteria for SOBI
Robust Simultaneous Sparse Approximation
Nonparametric Detection of Complex-Valued Cyclostationary Signals.