Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (Q5082749): Difference between revisions

Latest revision as of 16:11, 29 July 2024

scientific article; zbMATH DE number 7545699

Language	Label	Description	Also known as
English	Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution	scientific article; zbMATH DE number 7545699

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instance of

scholarly article

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title

Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution (English)

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published in

Communications in Statistics - Simulation and Computation

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publication date

21 June 2022

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zbMATH Keywords

multivariate estimation

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symmetry test

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robust estimation

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scatter estimator

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axial symmetry

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author

Jan Kalina

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610918.2019.1615624

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cites work

Q3378803

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The multivariate least-trimmed squares estimator

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Testing for spherical symmetry of a multivariate distribution

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Robust estimation for the multivariate linear model based on a \(\tau\)-scale

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Nonparametric Hypothesis Testing

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Asymptotics for the minimum covariance determinant estimator

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Central limit theorem and influence function for the MCD estimators at general multivariate distributions

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Strong consistency and robustness of the forward search estimator of multivariate location and scatter

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Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices

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\(M\)-functionals of multivariate scatter

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Some intriguing properties of Tukey's half-space depth

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Q4882271

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Testing for spherical symmetry via the empirical characteristic function

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On elliptical quantiles in the quantile regression setup

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On generalized elliptical quantiles in the nonlinear quantile regression setup

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Constrained \(M\)-estimation for multivariate location and scatter

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Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates

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On the relation between S-estimators and M-estimators of multivariate location and covariance

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Multivariate τ-Estimators for Location and Scatter

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Highly efficient estimators of multivariate location with high breakdown point

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Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.

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From Depth to Local Depth: A Focus on Centrality

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On consistent nonparametric statistical tests of symmetry hypotheses

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A simple nonparametric test for bivariate symmetry about a line

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Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

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An L1-type estimator of multivariate location and shape

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The minimum weighted covariance determinant estimator

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Multivariate generalized S-estimators

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Least Median of Squares Regression

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Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

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Symmetrised M-estimators of multivariate scatter

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On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.

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Identifiers

zbMATH Open document ID

1497.62127

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DOI

10.1080/03610918.2019.1615624

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+The multivariate least-trimmed squares estimator
@@ Property / cites work: The multivariate least-trimmed squares estimator / rank @@
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+Testing for spherical symmetry of a multivariate distribution
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@@ Property / cites work @@
+Robust estimation for the multivariate linear model based on a \(\tau\)-scale
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@@ Property / cites work @@
+Nonparametric Hypothesis Testing
@@ Property / cites work: Nonparametric Hypothesis Testing / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for the minimum covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+Central limit theorem and influence function for the MCD estimators at general multivariate distributions
+Normal rank
@@ Property / cites work @@
+Strong consistency and robustness of the forward search estimator of multivariate location and scatter
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
+Normal rank
@@ Property / cites work @@
+\(M\)-functionals of multivariate scatter
@@ Property / cites work: \(M\)-functionals of multivariate scatter / rank @@
+Normal rank
@@ Property / cites work @@
+Some intriguing properties of Tukey's half-space depth
+Normal rank
@@ Property / cites work @@
+Q4882271
@@ Property / cites work: Q4882271 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for spherical symmetry via the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+On elliptical quantiles in the quantile regression setup
+Normal rank
@@ Property / cites work @@
+On generalized elliptical quantiles in the nonlinear quantile regression setup
+Normal rank
@@ Property / cites work @@
+Constrained \(M\)-estimation for multivariate location and scatter
+Normal rank
@@ Property / cites work @@
+Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
+Normal rank
@@ Property / cites work @@
+On the relation between S-estimators and M-estimators of multivariate location and covariance
+Normal rank
@@ Property / cites work @@
+Multivariate τ-Estimators for Location and Scatter
+Normal rank
@@ Property / cites work @@
+Highly efficient estimators of multivariate location with high breakdown point
+Normal rank
@@ Property / cites work @@
+Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
+Normal rank
@@ Property / cites work @@
+From Depth to Local Depth: A Focus on Centrality
@@ Property / cites work: From Depth to Local Depth: A Focus on Centrality / rank @@
+Normal rank
@@ Property / cites work @@
+On consistent nonparametric statistical tests of symmetry hypotheses
+Normal rank
@@ Property / cites work @@
+A simple nonparametric test for bivariate symmetry about a line
+Normal rank
@@ Property / cites work @@
+Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
+Normal rank
@@ Property / cites work @@
+An L1-type estimator of multivariate location and shape
+Normal rank
@@ Property / cites work @@
+The minimum weighted covariance determinant estimator
+Normal rank
@@ Property / cites work @@
+Multivariate generalized S-estimators
@@ Property / cites work: Multivariate generalized S-estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
+Normal rank
@@ Property / cites work @@
+Symmetrised M-estimators of multivariate scatter
@@ Property / cites work: Symmetrised M-estimators of multivariate scatter / rank @@
+Normal rank
@@ Property / cites work @@
+On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
+Normal rank
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+Q127838198
@@ Property / Wikidata QID: Q127838198 / rank @@
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