Depth weighted scatter estimators
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Publication:1781165
DOI10.1214/009053604000000922zbMath1065.62048arXivmath/0504514OpenAlexW3100104267MaRDI QIDQ1781165
Publication date: 23 June 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504514
robustnessconsistencyasymptotic normalityefficiencyinfluence functionbreakdown pointprojection depthmaximum bias
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (18)
Robust depth-based estimation of the functional autoregressive model ⋮ Robust mean-variance portfolio through the weighted \(L^p\) depth function ⋮ On weighted multivariate sign functions ⋮ Computing projection depth and its associated estimators ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Unnamed Item ⋮ Empirical depth processes ⋮ Asymptotics of generalized depth-based spread processes and applications ⋮ Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices ⋮ Robust tests for the common principal components model ⋮ Robust covariance and scatter matrix estimation under Huber's contamination model ⋮ Robust learning from bites for data mining ⋮ Differentiability of \(t\)-functionals of location and scatter ⋮ Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter ⋮ Projection based scatter depth functions and associated scatter estimators ⋮ Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
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