Robust estimation of multivariate location and shape

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

David L. Woodruff, David M. Rocke

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Robust Statistics
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Asymptotics for the minimum covariance determinant estimator
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Identification of Outliers in Multivariate Data
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• Robust Estimates of Location: Survey and Advances
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
• Redescending \(M\)-estimates of multivariate location and scatter
• Title not available (Why is that?)
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Sparse components of images and optimal atomic decompositions
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Robustness and efficiency properties of scatter matrices
• Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
• Highly efficient estimators of multivariate location with high breakdown point
• On the cumulants of affine equivariant estimators in elliptical families
• Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
• Title not available (Why is that?)

Cited In (15)

• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Robust estimation of a location parameter with the integrated Hogg function
• Issues of robustness and high dimensionality in cluster analysis
• Title not available (Why is that?)
• Robust simultaneous estimation of location parameters
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution
• 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
• 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
• On the use of robust estimators of multivariate location for heterogeneous data

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