Power M-estimators for location and scatter

DOI10.1007/978-3-031-22687-8_8MaRDI QIDQ6606402FDO

Authors Gabriel Frahm

Publication date 16 September 2024

zbMATH Keywords

scatterTyler's M-estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• A canonical definition of shape
• A distribution-free M-estimator of multivariate scatter
• A generalization of Tyler's M-estimators to the case of incomplete data
• A multivariate generalization of the power exponential family of distributions
• A practical affine equivariant multivariate median
• Asymptotic distributions of robust shape matrices and scales
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• M-estimation with incomplete and dependent multivariate data
• On the theory of elliptically contoured distributions
• Parametric and semiparametric inference for shape: the role of the scale functional
• Radial estimates and the test for sphericity
• Redescending \(M\)-estimates of multivariate location and scatter
• Robust Statistics
• Robust m-estimators of multivariate location and scatter
• Robustness and efficiency properties of scatter matrices
• Statistical analysis for the angular central Gaussian distribution on the sphere
• \(M\)-functionals of multivariate scatter

Cited in

(1)

• A review of Tyler's shape matrix and its extensions

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