Robust estimating equation based on statistical depth

DOI10.1007/s00362-005-0287-2zbMath1104.62020OpenAlexW2025834163MaRDI QIDQ864914

Lu Lin, Minghua Chen

Publication date: 13 February 2007

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-005-0287-2

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Spatial median depth-based robust adjusted empirical likelihood ⋮ Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ An Extended Projection Data Depth and Its Applications to Discrimination ⋮ Consistency and robustness of tests and estimators based on depth ⋮ Consistency of the likelihood depth estimator for the correlation coefficient ⋮ Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes ⋮ New robust tests for the parameters of the Weibull distribution for complete and censored data ⋮ A new type of multivariate records: depth-based records ⋮ Simplified simplicial depth for regression and autoregressive growth processes

Cites Work

• On a notion of data depth based on random simplices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• General notions of statistical depth function.
• Structural properties and convergence results for contours of sample statistical depth functions.
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Influence function and maximum bias of projection depth based estimators.
• Convergence of stochastic processes
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