Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix

DOI10.1080/03610926.2012.755198zbMath1326.62119OpenAlexW2067145555MaRDI QIDQ5259102

Kai Yu, Yixin Chen, Xin Dang

Publication date: 24 June 2015

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

zbMATH Keywords

influence functionspectral decompositionbreakdown pointaffine equivariancespatial rankscatter estimator

Mathematics Subject Classification ID

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

Related Items (3)

EXPECTED MAXIMIZATION ALGORITHM: PROJECTION DEPTH APPROACH ⋮ Gini covariance matrix and its affine equivariant version ⋮ Robust fitting of ellipsoids by separating interior and exterior points during optimization

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