Robust estimation for the multivariate linear model based on a \(\tau\)-scale

DOI10.1016/j.jmva.2005.08.007zbMath1102.62057OpenAlexW1964241258MaRDI QIDQ2499081

Marta García Ben, Elena J. Martínez, Víctor J. Yohai

Publication date: 14 August 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.08.007

zbMATH Keywords

consistencyasymptotic normalitybreakdown pointrobust estimationmultivariate regression\(\tau\)-estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution, Robust surface estimation in multi-response multistage statistical optimization problems, A robust proposal of estimation for the sufficient dimension reduction problem, Unnamed Item, Robust approaches to redundancy analysis, High-breakdown robust multivariate methods, The multivariate least-trimmed squares estimator, Breakdown concepts for contingency tables, Estimates of MM type for the multivariate linear model, Robust Estimation of Multi-response Surfaces Considering Correlation Structure, Robust estimation for vector autoregressive models, Multivariate generalized S-estimators, Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• On the optimality of S-estimators
• Efficient high-breakdown \(M\)-estimators of scale
• The multivariate least-trimmed squares estimator
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• M Estimation of Multivariate Regressions
• Multivariate τ-Estimators for Location and Scatter
• The Influence Curve and Its Role in Robust Estimation
• Robust estimation of the SUR model
• A General Qualitative Definition of Robustness
• Robust Statistics