\(k\)-step shape estimators based on spatial signs and ranks

DOI10.1016/j.jspi.2010.05.003zbMath1372.62007OpenAlexW2103836182WikidataQ109744541 ScholiaQ109744541MaRDI QIDQ989265

Hannu Oja, Sara Taskinen, Seija Sirkiä

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.003

zbMATH Keywords

efficiencyinfluence functionaffine equivariancespatial signspatial rank

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items

Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression, The \(k\)-step spatial sign covariance matrix, Inference on the shape of elliptical distributions based on the MCD, Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix

Uses Software

• SpatialNP

Cites Work

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• A practical affine equivariant multivariate median
• On the Breakdown Properties of Some Multivariate M-Functionals*
• Sign and rank covariance matrices