Robust direction estimation
\(SB\)-robustnessbreakdown functionbreakdown pointcircular mediancompact parameter spacedirection estimates on spheresdirectional datadirectional meanFisher consistentgross-error sensitivityKullback-Leibler distanceleast median of squaresmodel contaminationoptimal robustnessrotationally symmetric distributionsscale- adjusted \(M\)-estimatorssharp upper boundspherical medianstability of parameter estimatesstandardized bias robustnessvon Mises distribution
The study of the stability of parameter estimates for directional data dates back to the late sixties and this paper is an interesting contribution to this domain. The authors consider rotationally symmetric models for directional data with axis of rotation \(\mu\) and concentration parameter \(\kappa\). The prototype is the von Mises distribution. The aim of the authors is focused primarily on the stability of estimates of \(\mu\), but they show that the results can be easily adapted to the more general class of models. Another part is devoted to the notion of standardized bias robustness for direction estimates, where the standardizing with respect to the Kullback-Leibler distance is suggested. The authors obtained a sharp upper bound on the breakdown point of any estimator that is Fisher consistent for rotationally symmetric distributions and gave a sufficient condition for a direction estimate to achieve the bound on the breakdown point. Finally, they focused on the circular case and studied, e.g., the robustness of the circular median.
- Robustness of estimators for directional data
- SB-robust estimation of mean direction for some new circular distributions
- SB-robust estimator for the concentration parameter of circular normal distribution
- SB-robustness of directional mean for circular distributions
- Robust estimation of the concentration parameter of the von Mises-Fisher distribution
- Robust estimation for circular data
- Robustness of estimators for directional data
- A simple and competitive estimator of location
- Local and global robustness of regression estimators
- Optimal locally robust M-estimates of regression
- Robust simulation-based estimation
- A note on breakdown theory for bootstrap methods
- Relationships between maximum depth and projection regression estimates
- Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
- On finite-sample robustness of directional location estimators
- Functional stability of one-step GM-estimators in approximately linear regression
- Partial influence functions
- Combining locally and globally robust estimates for regression
- Projection estimates of multivariate location
- Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
- Addendum to the discussion of ``Breakdown and groups
- Optimal robust M-estimators using divergences
- Breakdown and groups. (With discussions and rejoinder)
- SB-Robustness of Estimators
- Impact of Contamination on Training and Test Error Rates in Statistical Clustering
- Asymptotic robustness of least median of squares for autoregressions with additive outliers
- Direction Estimation by Minimum Squared Arc Length
- SB-robust estimators of the parameters of the wrapped normal distribution
- Privacy-preserving parametric inference: a case for robust statistics
- Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
- Robustness of tests for directional mean
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- On efficiency and robustness of estimators for a spherical location
- A class of robust principal component vectors.
- Analogues on the Sphere of the Affine-Equivariant Spatial Median
- SB-robustness of directional mean for circular distributions
- Derivation of Passing-Bablok regression from Kendall's tau
- Weighted likelihood methods for robust fitting of wrapped models for p-torus data
- Subset estimators for spherical mean: effect of contamination and exact algorithm for computation
- Methods for improving estimators of truncated circular parameters
- Optimal robust estimates using the Kullback-Leibler divergence
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