The \(k\)-step spatial sign covariance matrix

DOI10.1007/s11634-010-0062-7zbMath1284.62367OpenAlexW2120245537MaRDI QIDQ2442779

Catherine Dehon, A. Yadine, Christophe Croux

Publication date: 1 April 2014

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-010-0062-7

zbMATH Keywords

multivariate analysisprincipal componentsbreakdown pointrobust estimationspatial signs

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression ⋮ On weighted multivariate sign functions ⋮ On the Optimality of Multivariate S-Estimators ⋮ Comparison of internal clustering validation indices for prototype-based clustering ⋮ A generalized spatial sign covariance matrix ⋮ Asymptotics of the two-stage spatial sign correlation ⋮ The spatial sign covariance matrix with unknown location ⋮ Spatial sign correlation ⋮ Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix

Uses Software

• MNM

Cites Work

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