A canonical definition of shape
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Publication:730743
DOI10.1016/J.SPL.2008.01.094zbMATH Open1283.62124OpenAlexW2031398712MaRDI QIDQ730743FDOQ730743
Authors: Davy Paindaveine 
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
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Cites Work
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- Robust Statistics
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
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- A practical affine equivariant multivariate median
- A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
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- Semi-parametric efficiency, distribution-freeness and invariance
- Estimates of Regression Coefficients Based on the Sign Covariance Matrix
- Robustness and efficiency properties of scatter matrices
- Parametric and semiparametric inference for shape: the role of the scale functional
- Optimal rank-based tests for homogeneity of scatter
- Optimal tests for homogeneity of covariance, scale, and shape
- Title not available (Why is that?)
Cited In (35)
- A generalization of Tyler's M-estimators to the case of incomplete data
- Asymptotic distributions of robust shape matrices and scales
- Illumination Depth
- Efficient R-estimation of principal and common principal components
- Elliptical multiple-output quantile regression and convex optimization
- On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
- Parametric and semiparametric inference for shape: the role of the scale functional
- Robust signal dimension estimation via SURE
- Asymptotics of the two-stage spatial sign correlation
- Optimal rank-based testing for principal components
- \(k\)-step shape estimators based on spatial signs and ranks
- Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
- \(M\)-functionals of multivariate scatter
- A review of Tyler's shape matrix and its extensions
- On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
- On robust estimators of a sphericity measure in high dimension
- Power M-estimators for location and scatter
- Multivariate Hill Estimators
- Optimal tests for homogeneity of covariance, scale, and shape
- Gini covariance matrix and its affine equivariant version
- On testing the equality of latent roots of scatter matrices under ellipticity
- On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics
- Spatial sign correlation
- Inference on the shape of elliptical distributions based on the MCD
- Optimal rank-based tests for homogeneity of scatter
- Robustifying principal component analysis with spatial sign vectors
- Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation
- M-estimation with incomplete and dependent multivariate data
- Tyler shape depth
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Tests and estimates of shape based on spatial signs and ranks
- Optimal rank-based tests for common principal components
- The \(k\)-step spatial sign covariance matrix
Uses Software
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