Efficiency of the pMST and RDELA location and scatter estimators

DOI10.1007/s10182-014-0231-7zbMath1443.62159OpenAlexW2050349820MaRDI QIDQ1621955

Steffen Liebscher, Thomas Kirschstein

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-014-0231-7

zbMATH Keywords

efficiencyrobust estimationmultivariatelocation and scatter

Mathematics Subject Classification ID

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

Related Items (3)

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Uses Software

• R
• robustbase
• rrcov

Cites Work

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• Robust estimation of location and scatter by pruning the minimum spanning tree
• Non-parametric detection of meaningless distances in high dimensional data
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Generating random correlation matrices based on partial correlations
• Graphs, networks and algorithms
• A strong law for the longest edge of the minimal spanning tree
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Resistant estimation of multivariate location using minimum spanning trees

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