Robust direction estimation

DOI10.1214/AOS/1176348526MaRDI QIDQ1192975zbMATH OpenOpenAlexFDO

Authors Xuming He, Douglas G. Simpson

Publication date 27 September 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348526

zbMATH Keywords

directional dataKullback-Leibler distancebreakdown pointgross-error sensitivityvon Mises distributionsharp upper boundleast median of squaresdirectional meanstandardized bias robustnesscompact parameter space\(SB\)-robustnessbreakdown functioncircular mediandirection estimates on spheresFisher consistentmodel contaminationoptimal robustnessrotationally symmetric distributionsscale- adjusted \(M\)-estimatorsspherical medianstability of parameter estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(34)

• A note on breakdown theory for bootstrap methods
• On efficiency and robustness of estimators for a spherical location
• Robustness of tests for directional mean
• Combining locally and globally robust estimates for regression
• Optimal robust M-estimators using divergences
• Optimal locally robust M-estimates of regression
• Robustness of estimators for directional data
• Derivation of Passing-Bablok regression from Kendall's tau
• Methods for improving estimators of truncated circular parameters
• A class of robust principal component vectors.
• Breakdown and groups. (With discussions and rejoinder)
• Addendum to the discussion of ``Breakdown and groups
• A simple and competitive estimator of location
• SB-robustness of directional mean for circular distributions
• SB-Robustness of Estimators
• Analogues on the Sphere of the Affine-Equivariant Spatial Median
• Relationships between maximum depth and projection regression estimates
• Direction Estimation by Minimum Squared Arc Length
• Privacy-preserving parametric inference: a case for robust statistics
• Impact of Contamination on Training and Test Error Rates in Statistical Clustering
• Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
• Partial influence functions
• Functional stability of one-step GM-estimators in approximately linear regression
• Robust estimation for circular data
• SB-robust estimators of the parameters of the wrapped normal distribution
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• Local and global robustness of regression estimators
• Projection estimates of multivariate location
• Robust simulation-based estimation
• On finite-sample robustness of directional location estimators
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Optimal robust estimates using the Kullback-Leibler divergence
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix

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