A note on multivariate location and scatter statistics for sparse data sets
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Publication:988115
DOI10.1016/j.spl.2010.05.006zbMath1201.62065OpenAlexW2053583253MaRDI QIDQ988115
Publication date: 26 August 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.006
Related Items (8)
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ The asymptotic efficiency of the spatial median for elliptically symmetric distributions ⋮ Hotelling's \(T^2\) in separable Hilbert spaces ⋮ Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures ⋮ Robustifying principal component analysis with spatial sign vectors ⋮ Robust functional principal components: a projection-pursuit approach ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ Spatial sign correlation
Cites Work
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- Bias-robust estimators of multivariate scatter based on projections
- Robust principal component analysis for functional data. (With comments)
- Finite sample breakdown points of projection based multivariate location and scatter statistics
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Robust Statistics
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