On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
From MaRDI portal
Publication:1884609
DOI10.1214/aos/1079120132zbMath1105.62349OpenAlexW2020459771MaRDI QIDQ1884609
Xuming He, Heng-Jian Cui, YiJun Zuo
Publication date: 5 November 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1079120132
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Robust mean-variance portfolio through the weighted \(L^p\) depth function, Robust mixture regression using the \(t\)-distribution, Influence function and maximum bias of projection depth based estimators., Employing the MCMC technique to compute the projection depth in high dimensions, Adaptive trimmed mean as a location estimate, EDF goodness-of-fit tests based on centre-outward ordering, Robust and efficient estimation of multivariate scatter and location, Tukey Depths and Hamilton--Jacobi Differential Equations, Robust estimating equation based on statistical depth, Multidimensional trimming based on projection depth, Stahel-Donoho kernel estimation for fixed design nonparametric regression models, Simulated annealing for higher dimensional projection depth, Smart network based portfolios, Computing projection depth and its associated estimators, Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels, Central limit theorem and influence function for the MCD estimators at general multivariate distributions, High-breakdown robust multivariate methods, Exact computation of bivariate projection depth and the Stahel-Donoho estimator, An Extended Projection Data Depth and Its Applications to Discrimination, Data depth based on spatial rank., Projection-based depth functions and associated medians, A note on weak convergence of general halfspace depth trimmed means, Robust functional sliced inverse regression, Empirical depth processes, Multivariate trimmed means based on the Tukey depth, Halfspace depth and floating body, Depth weighted scatter estimators, Influence functions of some depth functions, and application to depth-weighted L-statistics, Stahel-Donoho estimators with cellwise weights, The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness, Stahel–Donoho estimation for high-dimensional data, Discussion, Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter, Robustness of the deepest projection regression functional, Quantile functions for multivariate analysis: approaches and applications, Projection based scatter depth functions and associated scatter estimators, On a robust and efficient maximum depth estimator, Robust depth-weighted wavelet for nonparametric regression models, Trimmed and Winsorized transformed means based on a scaled deviation, The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
Cites Work
- Limit theorems for \(U\)-processes
- On a notion of data depth based on random simplices
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- A local breakdown property of robust tests in linear regression
- Limit theorems for the simplicial depth
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- Finite sample breakdown points of projection based multivariate location and scatter statistics
- Convergence of depth contours for multivariate datasets
- A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
- Projection-based depth functions and associated medians
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location
- Asymptotic properties of location estimators based on projection depth
- Constrained \(M\)-estimation for multivariate location and scatter
- General notions of statistical depth function.
- Structural properties and convergence results for contours of sample statistical depth functions.
- Regression Depth
- A Quality Index Based on Data Depth and Multivariate Rank Tests
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- Convergence of stochastic processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
