A resistant estimator of multivariate location and dispersion
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Publication:956901
DOI10.1016/S0167-9473(03)00119-1zbMATH Open1429.62189MaRDI QIDQ956901FDOQ956901
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Recommendations
- scientific article; zbMATH DE number 5200063
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- On the use of robust estimators of multivariate location for heterogeneous data
- Resistant estimation of multivariate location using minimum spanning trees
- Robust and efficient estimation of multivariate scatter and location
- Estimating location parameters in sample-heterogeneous distributions
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Numerical linear algebra and applications
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- Asymptotic normality of multivariate trimmed means
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Nearest-Neighbor Variance Estimation (NNVE)
- Some quantitative relationships between two types of finite sample breakdown point
- A local breakdown property of robust tests in linear regression
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Cited In (11)
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- Robust Multivariate Regression When There is Heteroscedasticity
- The DetS and DetMM estimators for multivariate location and scatter
- A comparative study for robust canonical correlation methods
- Separating a mixture of two normals with proportional covariances
- Resistant estimation of multivariate location using minimum spanning trees
- Comparing Measures of Location: Some Small-Sample Results When Distributions Differ in Skewness and Kurtosis Under Heterogeneity of Variances
- New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location
- Bootstrapping analogs of the two-sample hotelling’s T2 test
- OLS for 1D Regression Models
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