Stahel-Donoho estimators with cellwise weights

DOI10.1080/00949650903103873zbMath1206.62111OpenAlexW2085690262MaRDI QIDQ3070619

Gert Willems, Stefan Van Aelst, Ellen Vandervieren

Publication date: 3 February 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/462046

zbMATH Keywords

outlier identificationcontamination modelsrobust multivariate estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• The Future of Data Analysis
• Least Median of Squares Regression
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Robust Estimation of a Location Parameter