k-step shape estimators based on spatial signs and ranks

DOI10.1016/J.JSPI.2010.05.003zbMATH Open1372.62007OpenAlexW2103836182WikidataQ109744541 ScholiaQ109744541MaRDI QIDQ989265FDOQ989265

Authors: Hannu Oja, Sara Taskinen, Seija Sirkiä 

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.003

Recommendations

• The \(k\)-step spatial sign covariance matrix
• Tests and estimates of shape based on spatial signs and ranks
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Sign and rank covariance matrices

zbMATH Keywords

efficiencyinfluence functionaffine equivariancespatial signspatial rank

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Cites Work

• Invariant co-ordinate selection (with discussion)
• A distribution-free M-estimator of multivariate scatter
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Title not available (Why is that?)
• Sign and rank covariance matrices
• A practical affine equivariant multivariate median
• A canonical definition of shape
• On Tyler's \(M\)-functional of scatter in high dimension
• Multivariate nonparametric tests
• Tests and estimates of shape based on spatial signs and ranks
• On the efficiency of multivariate spatial sign and rank tests
• Symmetrised M-estimators of multivariate scatter
• On the Breakdown Properties of Some Multivariate M-Functionals*

Cited In (8)

• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• A review of Tyler's shape matrix and its extensions
• Inference on the shape of elliptical distributions based on the MCD
• Tyler shape depth
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Tests and estimates of shape based on spatial signs and ranks
• The \(k\)-step spatial sign covariance matrix

Uses Software

• SpatialNP

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