M-estimation with incomplete and dependent multivariate data

DOI10.1016/J.JMVA.2019.104569zbMath1436.62199OpenAlexW2991366539WikidataQ109772878 ScholiaQ109772878MaRDI QIDQ128879

Klaus Nordhausen, Gabriel Frahm, Hannu Oja, Gabriel Frahm, Hannu Oja

Publication date: March 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104569

zbMATH Keywords

shapeincomplete datalocationmissing datadependent dataspatial datamissing completely at randomtime-series dataM-estimationscatter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)

Related Items (3)

shapeNA ⋮ A review of Tyler's shape matrix and its extensions ⋮ Power M-estimators for location and scatter

Uses Software

• MissMech

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Imputation of missing values for compositional data using classical and robust methods
• Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation
• Inverse probability weighted estimation for general missing data problems
• Semicircle law of Tyler's \(M\)-estimator for scatter
• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data
• A canonical definition of shape
• New algorithms for \(M\)-estimation of multivariate scatter and location
• Robust nonparametric estimation with missing data
• A generalization of Tyler's M-estimators to the case of incomplete data
• Basic properties of strong mixing conditions. A survey and some open questions
• \(M\)-estimation of linear models with dependent errors
• Robust data imputation
• Asymptotic distributions of robust shape matrices and scales
• Principal component analysis for data containing outliers and missing elements
• A distribution-free M-estimator of multivariate scatter
• On the theory of elliptically contoured distributions
• Redescending \(M\)-estimates of multivariate location and scatter
• Robust m-estimators of multivariate location and scatter
• Robust estimation in dependent situations
• Behavior of robust estimators in the regression model with dependent errors
• The behavior of robust estimators on dependent data
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• \(M\)-functionals of multivariate scatter
• Robust location estimation with missing data
• Editing and Imputation for Quantitative Survey Data
• Statistical analysis for the angular central Gaussian distribution on the sphere
• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Radial estimates and the test for sphericity
• Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
• Asymptotic Statistics
• A practical affine equivariant multivariate median
• Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
• Miscellanea. Statistical analysis of incomplete long-range dependent data
• Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
• Multiply Robust Estimation in Regression Analysis With Missing Data
• A Nonparametric Test for Random Dropouts
• Robust Statistics
• The impact of bootstrap methods on time series analysis

This page was built for publication: M-estimation with incomplete and dependent multivariate data