On the uniqueness of S-functionals and M-functionals under nonelliptical distributions.

DOI10.1214/AOS/1015956714zbMATH Open1105.62347OpenAlexW1563108151MaRDI QIDQ1848822FDOQ1848822

Authors: Kay S. Tatsuoka, David E. Tyler 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015956714

Recommendations

• \(M\)-functionals of multivariate scatter
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• Central limit theorem and influence function for the MCD estimators at general multivariate distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Constrained \(M\)-estimation for multivariate location and scatter
• Title not available (Why is that?)
• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• Min-max bias robust regression
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Title not available (Why is that?)
• The excess-mass ellipsiod
• Robustness and efficiency properties of scatter matrices
• Highly efficient estimators of multivariate location with high breakdown point
• Aspects of robust linear regression

Cited In (50)

• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
• Robust location estimation under dependence
• Asymptotic distributions of robust shape matrices and scales
• Fast and robust bootstrap
• Robust and efficient estimation of multivariate scatter and location
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Evaluation of robust outlier detection methods for zero-inflated complex data
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• A robust proposal of estimation for the sufficient dimension reduction problem
• The DetS and DetMM estimators for multivariate location and scatter
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• The minimum weighted covariance determinant estimator revisited
• A note on multivariate location and scatter statistics for sparse data sets
• On the Breakdown Properties of Some Multivariate M-Functionals*
• The minimum weighted covariance determinant estimator
• Robust weighted orthogonal regression in the errors-in-variables model
• Weighted scatter estimation method of the GO-GARCH models
• A review of Tyler's shape matrix and its extensions
• An analysis of David E. Tyler's publication and coauthor network
• Title not available (Why is that?)
• Robust approaches to redundancy analysis
• Robust concentration graph model selection
• Optimal tests for homogeneity of covariance, scale, and shape
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Robust inference for seemingly unrelated regression models
• On the optimality of multivariate S-estimators
• Invariant co-ordinate selection (with discussion)
• Robust tools for the imperfect world
• Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates
• Inference on the shape of elliptical distributions based on the MCD
• Title not available (Why is that?)
• Optimal rank-based tests for homogeneity of scatter
• Differentiability of \(t\)-functionals of location and scatter
• Multivariate generalized S-estimators
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale
• Inference for robust canonical variate analysis
• S-estimation in linear models with structured covariance matrices
• Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
• The minimum covariance determinant estimator for interval-valued data
• Symmetrised M-estimators of multivariate scatter
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Estimates of MM type for the multivariate linear model
• A plug-in approach to sparse and robust principal component analysis
• Robust estimation and inference for bivariate line-fitting in allometry
• High-breakdown robust multivariate methods
• Propagation of outliers in multivariate data
• Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
• A canonical definition of shape

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