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Some Observations on Robust Estimation

✍ Scribed by Robert V. Hogg

Book ID
118254900
Publisher
American Statistical Association
Year
1967
Tongue
English
Weight
842 KB
Volume
62
Category
Article
ISSN
0162-1459

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πŸ“œ SIMILAR VOLUMES

Some robust estimates of principal compo
Some robust estimates of principal components
✍ John I. Marden πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 161 KB

Robust estimates of principal components are developed using appropriate deΓΏnitions of multivariate signs and ranks. Simulations and a data example are used to compare these methods to the regular method and one based on the minimum-volume-ellipsoid estimate of the covariance matrix. The sign and ra