Robust plug-in estimators in proportional scatter models.

DOI10.1016/j.jspi.2003.06.006zbMath1040.62022OpenAlexW2038569997MaRDI QIDQ1429879

Liliana Orellana, Graciela Boente

Publication date: 27 May 2004

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.2003.06.006

zbMATH Keywords

Principal componentsAsymptotic propertiesRobust estimationProportional modelsRobust scatter matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (8)

Robust nonparametric kernel regression estimator ⋮ Influence functions of two families of robust estimators under proportional scatter matrices ⋮ High-dimensional testing for proportional covariance matrices ⋮ Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ Optimal rank-based tests for common principal components ⋮ Robust discrimination under a hierarchy on the scatter matrices ⋮ Robust tests for the common principal components model ⋮ Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices

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