scientific article; zbMATH DE number 889596

MaRDI QIDQ4882271zbMATH OpenFDO

Authors Xuming He, Gang Wang

Publication date 16 June 1996

zbMATH Keywords

strong consistencyefficiencyelliptic modelsrobust estimatormultivariate location and scatterminimum volume ellipsoid estimatorweak metricaffine invariant discrepancy measureestimating functionalhigh breakdown point procedure

Mathematics Subject Classification ID

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

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(7)

• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• High breakdown estimation for multiple populations with applications to discriminant analysis
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Combining locally and globally robust estimates for regression
• Longitudinal data analysis using \(t\)-type regression.
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• A resistant estimator of multivariate location and dispersion

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