Influence functions of two families of robust estimators under proportional scatter matrices

DOI10.1007/S10260-006-0029-1zbMATH Open1181.62082OpenAlexW1984575315MaRDI QIDQ2655554FDOQ2655554

Authors: Graciela Boente, Frank Critchley, Liliana Orellana 

Publication date: 25 January 2010

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-006-0029-1

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zbMATH Keywords

robust estimationrobust scatter matricesprojection-pursuitpartial influence curvesproportional scatter models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust m-estimators of multivariate location and scatter
• Title not available (Why is that?)
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Robust plug-in estimators in proportional scatter models.
• Error rates in quadratic discrimination with constraints on the covariance matrices
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• Proportionality of k covariance matrices
• Proportionaliy of covariance matrices
• Influence functions and outlier detection under the common principal components model: A robust approach
• A neighbourhood-based classifier for landsat data
• Partial influence functions
• General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
• Influence functions of two families of robust estimators under proportional scatter matrices
• The comparison of sample covariance matrices using likelihood ratio tests
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
• Title not available (Why is that?)

Cited In (7)

• Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
• Robust plug-in estimators in proportional scatter models.
• The influence function of semiparametric two-step estimators with estimated control variables
• Robust discrimination under a hierarchy on the scatter matrices
• Robust tests for the common principal components model
• General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
• Influence functions of two families of robust estimators under proportional scatter matrices

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