Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix

DOI10.1080/03610926.2012.755198zbMATH Open1326.62119OpenAlexW2067145555MaRDI QIDQ5259102FDOQ5259102

Authors: Kai Yu, Xin Dang, Yixin Chen 

Publication date: 24 June 2015

Full work available at URL: https://doi.org/10.1080/03610926.2012.755198

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zbMATH Keywords

influence functionbreakdown pointaffine equivariancespectral decompositionspatial rankscatter estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)

Cites Work

• Invariant co-ordinate selection (with discussion)
• Title not available (Why is that?)
• A distribution-free M-estimator of multivariate scatter
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• \(M\)-estimation, convexity and quantiles
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• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Robust Statistics
• Sign and rank covariance matrices
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• The \(k\)-step spatial sign covariance matrix
• \(k\)-step shape estimators based on spatial signs and ranks
• Projection based scatter depth functions and associated scatter estimators

Cited In (11)

• Expected maximization algorithm: projection depth approach
• A scatter matrix estimate based on the zonotope
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Gini covariance matrix and its affine equivariant version
• Title not available (Why is that?)
• Propriétés asymptotiques et fonction d'influence d'un estimateur simple et robuste de matrice de dispersion
• Sign and rank covariance matrices
• Robust fitting of ellipsoids by separating interior and exterior points during optimization
• Title not available (Why is that?)
• Rank covariance matrix estimation of a partially known covariance matrix
• The \(k\)-step spatial sign covariance matrix

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