𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust estimation of multivariate location and shape

✍ Scribed by David M. Rocke; David L. Woodruff

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
555 KB
Volume
57
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper, we describe an overall strategy for robust estimation of multivariate location and shape, and the consequent identification of outliers and leverage points. Parts of this strategy have been described in a series of previous papers (Rocke,

πŸ“œ SIMILAR VOLUMES

D-optimal design methods for robust esti
D-optimal design methods for robust estimation of multivariate location and scatter
✍ Wendy L. Poston; Edward J. Wegman; Jeffrey L. Solka πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 175 KB

Using ideas and techniques from related disciplines frequently proves productive and often yields new insights and methods. In this paper, a method from experimental design is applied to the robust estimation of multivariate location and scatter. In particular, the procedure of determining discrete

A robust and efficient adaptive reweight
A robust and efficient adaptive reweighted estimator of multivariate location and scatter
✍ Daniel Gervini πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 306 KB

This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible

Global robustness of location and disper
Global robustness of location and dispersion estimates
✍ JosΓ© R. Berrendero; Ruben H. Zamar πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 110 KB

We analyze the global robustness of location and dispersion estimates using the concept of relative explosion rate. The merits of several dispersion estimates are compared when the dispersion parameter itself is of main interest and also when they are auxiliary estimates needed to deΓΏne scale equiva

A note on robust estimation of location
A note on robust estimation of location
✍ Probal Chaudhuri; Debapriya SenGupta πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 326 KB