Projection based scatter depth functions and associated scatter estimators

DOI10.1016/J.JMVA.2009.06.004zbMath1177.62077OpenAlexW2039649492MaRDI QIDQ1041070

Weihua Zhou, Xin Dang

Publication date: 27 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.06.004

zbMATH Keywords

efficiencylimiting distributionbreakdown pointinfluence functionsempirical depth process

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Nonparametric inference (62G99)

Related Items (1)

Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix

Cites Work

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• Some extensions of Tukey's depth function
• On a notion of data depth based on random simplices
• Cube root asymptotics
• Inertia characteristics of self-adjoint matrix polynomials
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• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Projection-based depth functions and associated medians
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Depth weighted scatter estimators
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• General notions of statistical depth function.
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Empirical depth processes
• Uniform Central Limit Theorems
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator

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