k-step shape estimators based on spatial signs and ranks

DOI10.1016/J.JSPI.2010.05.003MaRDI QIDQ989265zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

efficiencyinfluence functionaffine equivariancespatial signspatial rank

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• A canonical definition of shape
• A distribution-free M-estimator of multivariate scatter
• A practical affine equivariant multivariate median
• Invariant co-ordinate selection (with discussion)
• Multivariate nonparametric tests
• On Tyler's \(M\)-functional of scatter in high dimension
• On the Breakdown Properties of Some Multivariate M-Functionals*
• On the efficiency of multivariate spatial sign and rank tests
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Sign and rank covariance matrices
• Symmetrised M-estimators of multivariate scatter
• Tests and estimates of shape based on spatial signs and ranks

Cited in

(8)

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

Describes a project that uses

Uses Software

• SpatialNP

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