Inference on the shape of elliptical distributions based on the MCD
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Cites work
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- scientific article; zbMATH DE number 192974 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
- A canonical definition of shape
- A distribution-free M-estimator of multivariate scatter
- A practical affine equivariant multivariate median
- Affine equivariant multivariate rank methods
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic distributions of robust shape matrices and scales
- Asymptotic expansion of the minimum covariance determinant estimators
- Asymptotics for the minimum covariance determinant estimator
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
- On Tyler's M-functional of scatter in high dimension
- On adaptive estimation in stationary ARMA processes
- On the Breakdown Properties of Some Multivariate M-Functionals*
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Parametric and semiparametric inference for shape: the role of the scale functional
- Radial estimates and the test for sphericity
- Robustness and efficiency properties of scatter matrices
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- The distribution of a statistic used for testing sphericity of normal distributions
- The multivariate least-trimmed squares estimator
- \(k\)-step shape estimators based on spatial signs and ranks
Cited in
(10)- Asymptotic distributions of robust shape matrices and scales
- Robust and efficient estimation of multivariate scatter and location
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Parametric and semiparametric inference for shape: the role of the scale functional
- Asymptotic expansion of the minimum covariance determinant estimators
- Halfspace depths for scatter, concentration and shape matrices
- Asymptotically independent U-statistics in high-dimensional testing
- Consistency factor for the MCD estimator at the Student-\(t\) distribution
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions
- Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation
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