On the Optimality of Multivariate S-Estimators

DOI10.1111/j.1467-9469.2010.00710.xzbMath1246.62136OpenAlexW1533300042MaRDI QIDQ2911669

Catherine Dehon, Christophe Croux, A. Yadine

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1214735/2010-39.pdf

zbMATH Keywords

robustnessbreakdown pointmultivariate location and scatter

Mathematics Subject Classification ID

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

Related Items (2)

On consistency factors and efficiency of robust \(S\)-estimators ⋮ Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample

Uses Software

• robustbase

Cites Work

• Unnamed Item
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• High breakdown mixture discriminant analysis
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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• On the optimality of S-estimators
• Efficient high-breakdown \(M\)-estimators of scale
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• The \(k\)-step spatial sign covariance matrix
• Bootstrapping MM-estimators for linear regression with fixed designs
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust linear discriminant analysis using S-estimators
• Robust Statistics

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