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

DOI10.1080/03610910902903117MaRDI QIDQ3391872zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

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

Cited in

(5)

• scientific article; zbMATH DE number 5669833 (Why is no real title available?)
• 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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