An L1-type estimator of multivariate location and shape

DOI10.1007/s10260-006-0030-8zbMath1187.62104OpenAlexW2046568571MaRDI QIDQ2655560

Ella Roelant, Stefan Van Aelst

Publication date: 25 January 2010

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-006-0030-8

zbMATH Keywords

efficiencyinfluence functionmultivariate location and shape

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (8)

A spatial-type interval-valued median for random intervals ⋮ Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution ⋮ Tweedie-type formulae for a multivariate Laplace distribution ⋮ Optimization techniques for multivariate least trimmed absolute deviation estimation ⋮ On elliptical quantiles in the quantile regression setup ⋮ Gini covariance matrix and its affine equivariant version ⋮ An alternative multivariate skew Laplace distribution: properties and estimation ⋮ On generalized elliptical quantiles in the nonlinear quantile regression setup

Uses Software

• AS 78

Cites Work

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• Least Median of Squares Regression
• Asymptotic Statistics
• A practical affine equivariant multivariate median
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust linear discriminant analysis using S-estimators
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median

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