A note on multivariate location and scatter statistics for sparse data sets

DOI10.1016/J.SPL.2010.05.006MaRDI QIDQ988115zbMATH OpenOpenAlexFDO

Authors David E. Tyler

Publication date 26 August 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.05.006

zbMATH Keywords

affine equivariancesparse datarobust multivariate statistics

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 2058051 (Why is no real title available?)
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Bias-robust estimators of multivariate scatter based on projections
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Redescending \(M\)-estimates of multivariate location and scatter
• Robust Statistics
• Robust m-estimators of multivariate location and scatter
• Robust principal component analysis for functional data. (With comments)

Cited in

(12)

• Some facts about functionals of location and scatter
• On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
• A review of Tyler's shape matrix and its extensions
• An analysis of David E. Tyler's publication and coauthor network
• On robust estimators of a sphericity measure in high dimension
• Spatial sign correlation
• Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• Robustifying principal component analysis with spatial sign vectors
• Robust functional principal components: a projection-pursuit approach
• Hotelling's \(T^2\) in separable Hilbert spaces
• The asymptotic efficiency of the spatial median for elliptically symmetric distributions

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