Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data

DOI10.1080/01621459.2012.699792zbMATH Open1443.62147OpenAlexW2136185920MaRDI QIDQ4648564FDOQ4648564

Author name not available (Why is that?), Mike Danilov, Ruben H. Zamar

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.699792

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zbMATH Keywords

EM algorithmelliptical distributionfixed point equationconsistent

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Likelihood based frequentist inference when data are missing at random
• Title not available (Why is that?)
• A distribution-free M-estimator of multivariate scatter
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Hedonic housing prices and the demand for clean air
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Title not available (Why is that?)
• Robust Statistics
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
• A generalization of Tyler's M-estimators to the case of incomplete data
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

Cited In (21)

• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
• A generalization of Tyler's M-estimators to the case of incomplete data
• Evaluation of robust outlier detection methods for zero-inflated complex data
• Calibration and Multiple Robustness When Data Are Missing Not At Random
• Fast algorithms for computing high breakdown covariance matrices with missing data
• Title not available (Why is that?)
• MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
• Robust regression with compositional covariates including cellwise outliers
• On the robustness to outliers of the Student‐t process
• The Cellwise Minimum Covariance Determinant Estimator
• Multivariate location and scatter matrix estimation under cellwise and casewise contamination
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Robust multivariate estimation based on statistical depth filters
• Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• M-estimation with incomplete and dependent multivariate data
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Detecting Deviating Data Cells
• On the use of robust estimators of multivariate location for heterogeneous data

Uses Software

• robustbase

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