The k-step spatial sign covariance matrix

DOI10.1007/S11634-010-0062-7MaRDI QIDQ2442779zbMATH OpenOpenAlexFDO

Authors Christophe Croux, Catherine Dehon, Abdelilah Yadine

Publication date 1 April 2014

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s11634-010-0062-7

zbMATH Keywords

breakdown pointmultivariate analysisprincipal componentsrobust estimationspatial signs

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• \(k\)-step shape estimators based on spatial signs and ranks
• 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 of robust shape matrices and scales
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• scientific article; zbMATH DE number 5200028 (Why is no real title available?)
• Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
• On the Breakdown Properties of Some Multivariate M-Functionals*
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Redescending M-estimates of multivariate location and scatter
• Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
• Robust principal component analysis for functional data. (With comments)
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Tests and estimates of shape based on spatial signs and ranks
• The bias of \(k\)-step M-estimators

Cited in

(16)

• Comparison of internal clustering validation indices for prototype-based clustering
• On the eigenvectors of large-dimensional sample spatial sign covariance matrices
• On weighted multivariate sign functions
• The spatial sign covariance matrix with unknown location
• Spatial sign correlation
• A generalized spatial sign covariance matrix
• On the optimality of multivariate S-estimators
• The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• Sign and rank covariance matrices
• Generalized spherical principal component analysis
• A review of Tyler's shape matrix and its extensions
• On robust estimators of a sphericity measure in high dimension
• Asymptotics of the two-stage spatial sign correlation
• \(k\)-step shape estimators based on spatial signs and ranks

Describes a project that uses

Uses Software

• MNM

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