Propriétés asymptotiques et fonction d'influence d'un estimateur simple et robuste de matrice de dispersion

DOI10.1016/S0764-4442(00)00203-2MaRDI QIDQ4956129zbMATH OpenOpenAlexFDO

Authors Mohammed Fekri, Anne Ruiz-Gazen

Publication date 16 November 2000

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(00)00203-2

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Recommendations

• A very simple robust estimator of a dispersion matrix
• Robustness properties of dispersion estimators
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Highly robust estimation of dispersion matrices
• scientific article; zbMATH DE number 6117333

Cited in

(10)

• Asymptotic distributions of robust shape matrices and scales
• Robust \(M\)-estimation of a dispersion matrix with a structure
• A very simple robust estimator of a dispersion matrix
• Robustness properties of dispersion estimators
• A simple formula for asymptotic distributional risk of some estimators
• scientific article; zbMATH DE number 889597 (Why is no real title available?)
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
• Highly robust estimation of dispersion matrices
• A monitoring display of multivariate outliers

This page was built for publication: Propriétés asymptotiques et fonction d'influence d'un estimateur simple et robuste de matrice de dispersion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4956129)