Robust and efficient estimation of multivariate scatter and location
From MaRDI portal
Publication:1658434
DOI10.1016/j.csda.2016.11.006zbMath1466.62158OpenAlexW2555851076MaRDI QIDQ1658434
Víctor J. Yohai, Ricardo Antonio Maronna
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2016.11.006
Related Items
Bounded influence estimators for multivariate lognormal distributions, Best Arm Identification for Contaminated Bandits, Multivariate location and scatter matrix estimation under cellwise and casewise contamination, 2nd special issue on robust analysis of complex data, Robust sparse covariance estimation by thresholding Tyler's M-estimator, Robust approaches to redundancy analysis, Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination, A two-stage Bayesian semiparametric model for novelty detection with robust prior information, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample, Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- High breakdown-point and high efficiency robust estimates for regression
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Highly efficient estimators of multivariate location with high breakdown point
- Robust m-estimators of multivariate location and scatter
- Robust principal component analysis for functional data. (With comments)
- Finite sample breakdown points of projection based multivariate location and scatter statistics
- The DetS and DetMM estimators for multivariate location and scatter
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- Constrained \(M\)-estimation for multivariate location and scatter
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Inference on the shape of elliptical distributions based on the MCD
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Multivariate τ-Estimators for Location and Scatter
- Robust estimates for arch processes
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- Robust Statistics