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Volumn 24, Issue 3, 1996, Pages 1346-1370

Constrained M-estimation for multivariate location and scatter

Author keywords

Breakdown; M estimates; Robustness; S estimates

Indexed keywords


EID: 0030516417     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032526973     Document Type: Article
Times cited : (78)

References (15)
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  • 3
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    • The notion of breakdown point
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    • DONOHO, D. L. and HUBER, P. J. (1983). The notion of breakdown point In A Festschrift for Erich L. Lehmann (P. J. Bickel, K. A. Doksum and J. L. Hodges, eds.) 157-184. Wadsworth, Belmont, CA.
    • (1983) A Festschrift for Erich L. Lehmann , pp. 157-184
    • Donoho, D.L.1    Huber, P.J.2
  • 6
    • 0001248728 scopus 로고
    • Distribution theory of spherical distributions and a location-scale parameter generalization
    • KELKER, D. (1970). Distribution theory of spherical distributions and a location-scale parameter generalization. Sankhyā Ser. A 32 419-430.
    • (1970) Sankhyā Ser. A , vol.32 , pp. 419-430
    • Kelker, D.1
  • 7
    • 0001355237 scopus 로고
    • Redescending M-estimates of multivariate location and scatter
    • KENT, J. T. and TYLER, D. E. (1991). Redescending M-estimates of multivariate location and scatter. Ann. Statist. 19 2102-2119.
    • (1991) Ann. Statist. , vol.19 , pp. 2102-2119
    • Kent, J.T.1    Tyler, D.E.2
  • 8
    • 0000284439 scopus 로고
    • Consistency of the maximum likelihood estimator in the presence of infinitely many incidental parameters
    • KIEFER, J. and WOLFOWITZ, J. (1956). Consistency of the maximum likelihood estimator in the presence of infinitely many incidental parameters. Ann. Math. Statist. 27 887-906.
    • (1956) Ann. Math. Statist. , vol.27 , pp. 887-906
    • Kiefer, J.1    Wolfowitz, J.2
  • 9
    • 0001055108 scopus 로고
    • On the relationship between S-estimators and M-estimators of multivariate location and covariance
    • LOPUHAÄ, H. P. (1989). On the relationship between S-estimators and M-estimators of multivariate location and covariance. Ann. Statist. 17 1662-1683.
    • (1989) Ann. Statist. , vol.17 , pp. 1662-1683
    • Lopuhaä, H.P.1
  • 10
    • 0002063041 scopus 로고
    • Robust M-estimates of multivariate location and scatter
    • MARONNA, R. A. (1976). Robust M-estimates of multivariate location and scatter. Ann. Statist. 4 51-67.
    • (1976) Ann. Statist. , vol.4 , pp. 51-67
    • Maronna, R.A.1
  • 12
    • 0002564033 scopus 로고
    • Multivariate estimation with high breakdown point
    • W. Grossmann, G. Pflug, I. Vincze and W. Wertz, eds. Reidel, Dordrecht
    • ROUSSEEUW, P. J. (1985). Multivariate estimation with high breakdown point. In Mathematical Statistics and Applications (W. Grossmann, G. Pflug, I. Vincze and W. Wertz, eds.) 283-297. Reidel, Dordrecht.
    • (1985) Mathematical Statistics and Applications , pp. 283-297
    • Rousseeuw, P.J.1
  • 13
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    • Technical Report Pachgruppe für Statistik, ETH, Zurich
    • STAHEL, W. A. (1981). Breakdown of covariance estimators. Technical Report 31, Pachgruppe für Statistik, ETH, Zurich.
    • (1981) Breakdown of Covariance Estimators , vol.31
    • Stahel, W.A.1
  • 14
    • 0001076947 scopus 로고
    • Robustness and efficiency properties of scatter matrices
    • TYLER, D. E. (1983). Robustness and efficiency properties of scatter matrices. Biometrika 70 411-420.
    • (1983) Biometrika , vol.70 , pp. 411-420
    • Tyler, D.E.1
  • 15
    • 0004151603 scopus 로고
    • Some issues in the robust estimation of multivariate location and scatter
    • W. Stahel and S. Weisberg, eds. Springer, New York
    • TYLER, D. E. (1991). Some issues in the robust estimation of multivariate location and scatter. In Directions in Robust Statistics and Diagnostics 2 (W. Stahel and S. Weisberg, eds.) 327-336. Springer, New York.
    • (1991) Directions in Robust Statistics and Diagnostics , vol.2 , pp. 327-336
    • Tyler, D.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.