A robust estimator of multivariate location based on projection

DOI10.1007/S11766-999-0022-1zbMath0934.62058OpenAlexW98806854MaRDI QIDQ1807867

Zhong-Zhan Zhang, Guo-Ying Li

Publication date: 19 December 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-999-0022-1

zbMATH Keywords

robustnessconsistencyasymptotic normalitylinear projection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• U-processes: Rates of convergence
• On almost linearity of low dimensional projections from high dimensional data
• Finite sample breakdown of M- and P-estimators
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Highly efficient estimators of multivariate location with high breakdown point
• Robust m-estimators of multivariate location and scatter
• Breakdown properties of location \(M\)-estimators
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Convergence of stochastic processes

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