Robust estimation of multivariate location and shape

DOI10.1016/S0378-3758(96)00047-XzbMATH Open0900.62281OpenAlexW2086814959MaRDI QIDQ1361645FDOQ1361645

Authors David M. Rocke, David L. Woodruff 

Publication date 15 December 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00047-x

zbMATH Keywords

MCDminimum covariance determinant\(M\)-estimatorMVEminimum volume ellipsoidS-estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• scientific article; zbMATH DE number 897986
• Robust and efficient estimation of multivariate scatter and location
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

• scientific article; zbMATH DE number 3842984 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 775109 (Why is no real title available?)
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotics for the minimum covariance determinant estimator
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Highly efficient estimators of multivariate location with high breakdown point
• Identification of Outliers in Multivariate Data
• On the cumulants of affine equivariant estimators in elliptical families
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Redescending \(M\)-estimates of multivariate location and scatter
• Robust Estimates of Location: Survey and Advances
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
• Robust Statistics
• Robust m-estimators of multivariate location and scatter
• Robustness and efficiency properties of scatter matrices
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
• Sparse components of images and optimal atomic decompositions
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations

(27)

• Robust estimation of location and scatter by pruning the minimum spanning tree
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Multivariate and functional robust fusion methods for structured big data
• Shape bias of robust covariance estimators: an empirical study
• Robust estimation of a location parameter with the integrated Hogg function
• Optimization techniques for robust multivariate location and scatter estimation
• The DetS and DetMM estimators for multivariate location and scatter
• Robust Multivariate Outlier Labeling
• Issues of robustness and high dimensionality in cluster analysis
• Title not available (Why is no real title available?)
• Robust simultaneous estimation of location parameters
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution
• High-throughput data analysis in behavior genetics
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• Robust estimation of multivariate regression model
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Separating a mixture of two normals with proportional covariances
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
• Multivariate Student-\(t\) self-organizing maps
• Resistant estimation of multivariate location using minimum spanning trees
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
• Robustified version of Stein's multivariate location estimation
• Partial influence functions
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• High-breakdown robust multivariate methods
• On the use of robust estimators of multivariate location for heterogeneous data

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