Robust and efficient estimation of multivariate scatter and location

DOI10.1016/j.csda.2016.11.006zbMath1466.62158OpenAlexW2555851076MaRDI QIDQ1658434

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.11.006

zbMATH Keywords

Kullback-Leibler divergenceS-estimatorStahel-Donoho estimatorMM-estimator\(\tau\)-estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Bounded influence estimators for multivariate lognormal distributions, Best Arm Identification for Contaminated Bandits, Multivariate location and scatter matrix estimation under cellwise and casewise contamination, 2nd special issue on robust analysis of complex data, Robust sparse covariance estimation by thresholding Tyler's M-estimator, Robust approaches to redundancy analysis, Rejoinder on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination, A two-stage Bayesian semiparametric model for novelty detection with robust prior information, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample, Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Uses Software

• robustbase
• LIBRA

Cites Work

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