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

DOI10.1007/s10260-006-0029-1zbMath1181.62082OpenAlexW1984575315MaRDI QIDQ2655554

Liliana Orellana, Graciela Boente, Frank Critchley

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

zbMATH Keywords

robust estimationrobust scatter matricesprojection-pursuitpartial influence curvesproportional scatter models

Mathematics Subject Classification ID

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

Related Items (5)

Influence functions of two families of robust estimators under proportional scatter matrices ⋮ Robust discrimination under a hierarchy on the scatter matrices ⋮ Robust tests for the common principal components model ⋮ Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study ⋮ General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study

Cites Work

• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
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• Proportionaliy of covariance matrices
• Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
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• Robust plug-in estimators in proportional scatter models.
• 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
• A neighbourhood-based classifier for landsat data
• The comparison of sample covariance matrices using likelihood ratio tests
• Influence functions and outlier detection under the common principal components model: A robust approach
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• 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
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