Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter

DOI10.1080/03610910902903117zbMATH Open1167.62054OpenAlexW2040726081MaRDI QIDQ3391872FDOQ3391872

Authors: Weihua Zhou 

Publication date: 13 August 2009

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910902903117

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zbMATH Keywords

multivariate regressionrobust estimationinfluence functionbreakdown pointdepthscatter estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• The multivariate least-trimmed squares estimator
• General notions of statistical depth function.
• On a notion of data depth based on random simplices
• Projection-based depth functions and associated medians
• Depth weighted scatter estimators
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Influence function and maximum bias of projection depth based estimators.
• Estimates of Regression Coefficients Based on Lift Rank Covariance Matrix
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Robust estimation for the multivariate linear model based on a \(\tau\)-scale
• Robust regression through robust covariances

Cited In (5)

• Title not available (Why is that?)
• Robust estimating equation based on statistical depth
• Depth-weighted robust multivariate regression with application to sparse data
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Robust weighted generalized estimating equations based on statistical depth

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