scientific article; zbMATH DE number 889596

zbMATH Open0843.62065MaRDI QIDQ4882271FDOQ4882271

Authors: Xuming He, Gang Wang 

Publication date: 16 June 1996

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• High breakdown estimation for multiple populations with applications to discriminant analysis
• 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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