The spatial sign covariance matrix with unknown location
From MaRDI portal
Publication:2252888
DOI10.1016/j.jmva.2014.05.004zbMath1292.62079arXiv1307.5706OpenAlexW2015590593MaRDI QIDQ2252888
David E. Tyler, Alexander Dürre, Daniel Vogel
Publication date: 24 July 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.5706
Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
Related Items
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ On weighted multivariate sign functions ⋮ Large covariance estimation through elliptical factor models ⋮ A generalized spatial sign covariance matrix ⋮ Asymptotics of the two-stage spatial sign correlation ⋮ Recent advances in functional data analysis and high-dimensional statistics ⋮ The spatial sign covariance operator: asymptotic results and applications ⋮ Spatial sign correlation ⋮ On jackknifing the symmetrized Tyler matrix ⋮ On the eigenvectors of large-dimensional sample spatial sign covariance matrices ⋮ Note on asymptotic behavior of spatial sign autocovariance matrices
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariant Co-Ordinate Selection
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- On the point for which the sum of the distances to \(n\) given points is minimum
- A distribution-free M-estimator of multivariate scatter
- Uniqueness of the spatial median
- On Tyler's \(M\)-functional of scatter in high dimension
- Robust principal component analysis for functional data. (With comments)
- Some robust estimates of principal components
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions
- The \(k\)-step spatial sign covariance matrix
- Symmetrised M-estimators of multivariate scatter
- Robust functional estimation using the median and spherical principal components
- Tests and estimates of shape based on spatial signs and ranks
- The Influence Curve and Its Role in Robust Estimation
- Alternatives to the Median Absolute Deviation
- Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
- Robust Statistics
- Robust Statistics
- Sign and rank covariance matrices
- A modified Weiszfeld algorithm for the Fermat-Weber location problem
