Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
type: Item
instance of: scholarly article
title: Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
zbMATH Open document ID: 0862.62049
author: David M. Rocke
published in: The Annals of Statistics
publication date: 1997-05-28T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 951876
zbMATH Keywords: S-estimators
zbMATH Keywords: local shift sensitivity
zbMATH Keywords: outlier rejection
zbMATH Keywords: robust estimation
zbMATH Keywords: location
zbMATH Keywords: shape
zbMATH Keywords: maximal breakdown
zbMATH Keywords: outliers
zbMATH Keywords: efficiency
zbMATH Keywords: gross error sensitivity
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032526972
OpenAlex ID: W2017986148
cites work: Q3661894
cites work: Robust Estimates of Location: Survey and Advances
cites work: Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
cites work: Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
cites work: Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
cites work: Q3673862
cites work: Q3723487
cites work: Robust Statistics
cites work: Projection pursuit
cites work: Redescending \(M\)-estimates of multivariate location and scatter
cites work: On the relation between S-estimators and M-estimators of multivariate location and covariance
cites work: Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
cites work: Robust m-estimators of multivariate location and scatter
cites work: Identification of Outliers in Multivariate Data
cites work: Q3749928
cites work: Q4692741
cites work: Q3683344
cites work: Q3313120
cites work: Robustness and efficiency properties of scatter matrices
cites work: Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
cites work: Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
DOI: 10.1214/AOS/1032526972
Recommended article: Qualitative Robustness of S*‐estimators of Multivariate Location and Dispersion
Recommended article: On the statistical efficiency of robust estimators of multivariate location
Recommended article: Robust estimation of multivariate location and shape
Recommended article: Q4408910
Recommended article: Robust multivariate location estimation, admissibility, and shrinkage phenomenon
Recommended article: Q5310589
description: scientific article; zbMATH DE number 951876