Influence functions and efficiencies of k-step Hettmansperger-Randles estimators for multivariate location and regression

DOI10.1007/978-3-319-39065-9_11MaRDI QIDQ5280268zbMATH OpenOpenAlexWikidataFDO

Authors Sara Taskinen, Hannu Oja

Publication date 20 July 2017

Published in Robust Rank-Based and Nonparametric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-39065-9_11

zbMATH Keywords

affine equivarianceefficiencyHettmansperger-Randles estimatorsinfluence functionlocation vectormultivariate regressionshape matrixspatial sign

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(5)

• The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
• Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models
• Analogues on the Sphere of the Affine-Equivariant Spatial Median
• A review of Tyler's shape matrix and its extensions
• \(k\)-step shape estimators based on spatial signs and ranks

Describes a project that uses

Uses Software

• R

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