Finite sample tail behavior of multivariate location estimators

DOI10.1016/S0047-259X(02)00059-3MaRDI QIDQ1810709zbMATH OpenFDO

Authors Yijun Zuo

Publication date 9 June 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0047-259X(02)00059-3

zbMATH Keywords

breakdown pointdata depthhalfspace medianL-estimatorsmonotonicitymultivariaterobustnesstail behavior

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)

Recommendations

• Estimation of multivariate tail quantities
• On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter
• Finite sample tail behaviour of hodges-lehmann type estimators
• Simultaneous estimation of location parameters of the distribution with finite support
• Multivariate tail estimation with application to analysis of CoVaR
• A class of location invariant estimators for heavy tailed distributions
• On estimation of the scale and location parameters of distribution tails

Cites work

• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Convergence of depth contours for multivariate datasets
• Estimates of location: a large deviation comparison
• General notions of statistical depth function.
• Generalized L-, M-, and R-statistics
• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• scientific article; zbMATH DE number 3940426 (Why is no real title available?)
• scientific article; zbMATH DE number 3962959 (Why is no real title available?)
• scientific article; zbMATH DE number 3731140 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 1380577 (Why is no real title available?)
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
• On a notion of data depth based on random simplices
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• Rates of Convergence of Estimates and Test Statistics
• Regression Depth
• Robust confidence limits
• Structural properties and convergence results for contours of sample statistical depth functions.
• Tail behavior and breakdown properties of equivariant estimators of location
• Tail Behavior of Regression Estimators and their Breakdown Points
• Tail-behavior of location estimators
• Test of tails based on extreme regression quantiles
• The rate of convergence of consistent point estimators

Cited in

(6)

• Note on qualitative robustness of multivariate sample mean and median
• Multivariate monotone location estimators
• scientific article; zbMATH DE number 3940426 (Why is no real title available?)
• Finite sample tail behaviour of hodges-lehmann type estimators
• Asymptotic and finite-sample properties in statistical estimation
• Finite sample tail behavior of the multivariate trimmed mean based on Tukey-Donoho halfspace depth

This page was built for publication: Finite sample tail behavior of multivariate location estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1810709)