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

DOI10.1007/S10260-006-0029-1MaRDI QIDQ2655554zbMATH OpenOpenAlexFDO

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

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)

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• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Influence functions and outlier detection under the common principal components model: A robust approach
• Influence functions of two families of robust estimators under proportional scatter matrices
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Partial influence functions
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Proportionality of k covariance matrices
• Proportionaliy of covariance matrices
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• Robust plug-in estimators in proportional scatter models.
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• The comparison of sample covariance matrices using likelihood ratio tests

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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