On the optimality of multivariate S-estimators

DOI10.1111/J.1467-9469.2010.00710.XMaRDI QIDQ2911669zbMATH OpenOpenAlexFDO

Authors Christophe Croux, Catherine Dehon, Abdelilah Yadine

Publication date 1 September 2012

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/1214735/2010-39.pdf

zbMATH Keywords

breakdown pointmultivariate location and scatterrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

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Cites work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotic distributions of robust shape matrices and scales
• Bootstrapping MM-estimators for linear regression with fixed designs
• Efficient high-breakdown M-estimators of scale
• High breakdown mixture discriminant analysis
• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• On the optimality of S-estimators
• 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.
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust linear discriminant analysis using S-estimators
• Robust Statistics
• The \(k\)-step spatial sign covariance matrix

Cited in

(9)

• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
• On the optimality of S-estimators
• On the efficiency of estimators of a spectral density multivariate parameter
• On consistency factors and efficiency of robust S-estimators
• scientific article; zbMATH DE number 4070101 (Why is no real title available?)
• scientific article; zbMATH DE number 679649 (Why is no real title available?)
• scientific article; zbMATH DE number 806890 (Why is no real title available?)
• scientific article; zbMATH DE number 5233787 (Why is no real title available?)
• Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample

Describes a project that uses

Uses Software

• robustbase

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