๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Robust M-Estimators of Multivariate Location and Scatter in the Presence of Asymmetry

โœ Scribed by D. P. Wiens and Z. Zheng

Book ID
115056425
Publisher
John Wiley and Sons
Year
1986
Tongue
French
Weight
813 KB
Volume
14
Category
Article
ISSN
0319-5724

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A robust and efficient adaptive reweight
A robust and efficient adaptive reweighted estimator of multivariate location and scatter
โœ Daniel Gervini ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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

Robust estimation of multivariate locati
Robust estimation of multivariate location and shape
โœ David M. Rocke; David L. Woodruff ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 555 KB

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,

D-optimal design methods for robust esti
D-optimal design methods for robust estimation of multivariate location and scatter
โœ Wendy L. Poston; Edward J. Wegman; Jeffrey L. Solka ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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