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

DOI10.1080/03610926.2012.755198zbMATH Open1326.62119OpenAlexW2067145555MaRDI QIDQ5259102FDOQ5259102

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 functionbreakdown pointaffine equivariancespectral decompositionspatial rankscatter estimator

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
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Cited In (6)

• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Gini covariance matrix and its affine equivariant version
• EXPECTED MAXIMIZATION ALGORITHM: PROJECTION DEPTH APPROACH
• 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

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