A canonical definition of shape
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Publication:730743
DOI10.1016/j.spl.2008.01.094zbMath1283.62124OpenAlexW2031398712MaRDI QIDQ730743
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.094
Related Items (27)
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression ⋮ Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation ⋮ Illumination Depth ⋮ Multivariate Hill Estimators ⋮ Optimal rank-based testing for principal components ⋮ Gini covariance matrix and its affine equivariant version ⋮ Elliptical multiple-output quantile regression and convex optimization ⋮ Asymptotics of the two-stage spatial sign correlation ⋮ On testing the equality of latent roots of scatter matrices under ellipticity ⋮ Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics ⋮ Robustifying principal component analysis with spatial sign vectors ⋮ Optimal rank-based tests for common principal components ⋮ The \(k\)-step spatial sign covariance matrix ⋮ Optimal rank-based tests for homogeneity of scatter ⋮ On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models ⋮ A generalization of Tyler's M-estimators to the case of incomplete data ⋮ Spatial sign correlation ⋮ Inference on the shape of elliptical distributions based on the MCD ⋮ \(k\)-step shape estimators based on spatial signs and ranks ⋮ Tests and estimates of shape based on spatial signs and ranks ⋮ M-estimation with incomplete and dependent multivariate data ⋮ Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Efficient R-Estimation of Principal and Common Principal Components ⋮ Asymptotic distributions of robust shape matrices and scales ⋮ \(M\)-functionals of multivariate scatter
Uses Software
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