Robust estimation of the conditional median function at elliptical models

DOI10.1016/S0167-7152(00)00176-0zbMath0972.62033MaRDI QIDQ5933622

Catherine Dehon, Stefan Van Aelst, Peter J. Rousseeuw, Christophe Croux

Publication date: 19 November 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

robustnessmedianelliptical models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Robust linear discriminant analysis using S-estimators ⋮ Robust online signal extraction from multivariate time series

Uses Software

• robustbase

Cites Work

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• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Asymptotics for the minimum covariance determinant estimator
• Asymptotics of reweighted estimators of multivariate location and scatter
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Robust regression through robust covariances
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust Statistics
• Maxbias curves of robust scale estimators based on subranges

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