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Volumn 51, Issue 3, 1997, Pages 257-268

Qualitative robustness of S*-estimators of multivariate location and dispersion1

Author keywords

Continuity; Functional; Location and scatter; Metric; Qualitative robustness; S estimator

Indexed keywords


EID: 0031489876     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00054     Document Type: Article
Times cited : (3)

References (14)
  • 1
    • 0000789842 scopus 로고
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    • (1987) Annals of Statistics , vol.15 , pp. 1269-1292
    • Davies, P.L.1
  • 2
    • 21144467678 scopus 로고
    • The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
    • DAVIES, P. L. (1992), The asymptotics of Rousseeuw's minimum volume ellipsoid estimator, Annals of Statistics 20, 1828-1843.
    • (1992) Annals of Statistics , vol.20 , pp. 1828-1843
    • Davies, P.L.1
  • 3
    • 0001340473 scopus 로고
    • A general qualitative definition of robustness
    • HAMPEL, F. R. (1971), A general qualitative definition of robustness, Annals of Mathematical Statistics 42, 1887-1896.
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1887-1896
    • Hampel, F.R.1
  • 5
    • 21144463682 scopus 로고
    • The accuracy of elemental set approximations for regression
    • Hawkins, D. M. (1993), The accuracy of elemental set approximations for regression, Journal of the American Statistical Association 88, 580-589.
    • (1993) Journal of the American Statistical Association , vol.88 , pp. 580-589
    • Hawkins, D.M.1
  • 6
  • 7
    • 84966202120 scopus 로고
    • Law of the iterated logarithm and invariance principle for M-estimators
    • HE, X. and G. WANG (1995), Law of the iterated logarithm and invariance principle for M-estimators, Proceedings of the American Mathematical Society, 123, 563-573.
    • (1995) Proceedings of the American Mathematical Society , vol.123 , pp. 563-573
    • He, X.1    Wang, G.2
  • 8
    • 21344465497 scopus 로고    scopus 로고
    • Cross-checking using minimum volume ellipsoid estimator
    • HE, X. and G. WANG (1996), Cross-checking using minimum volume ellipsoid estimator, Statistica Sinica, 6, 367-374.
    • (1996) Statistica Sinica , vol.6 , pp. 367-374
    • He, X.1    Wang, G.2
  • 10
    • 0001055108 scopus 로고
    • On the relation between S-estimators and M-estimators of multivariate location and covariance
    • LOPUHAÄ, H. P. (1989), On the relation between S-estimators and M-estimators of multivariate location and covariance, Annals of Statistics 17, 1662-1683.
    • (1989) Annals of Statistics , vol.17 , pp. 1662-1683
    • Lopuhaä, H.P.1
  • 11
    • 0002564033 scopus 로고
    • Multivariate estimation with high breakdown point
    • W. GROSSMANN, G. PFLUG, I. VINCZE and W. WERTZ (eds.), Reidel Publishing Company, Dordrecht
    • ROUSSEEUW, P. J. (1985), Multivariate estimation with high breakdown point, in: W. GROSSMANN, G. PFLUG, I. VINCZE and W. WERTZ (eds.), Mathematical statistics and applications, Reidel Publishing Company, Dordrecht 283-297.
    • (1985) Mathematical Statistics and Applications , pp. 283-297
    • Rousseeuw, P.J.1
  • 12
    • 38149148380 scopus 로고
    • Unconventional features of positive-breakdown estimators
    • ROUSSEEUW, P. J. (1994), Unconventional features of positive-breakdown estimators, Statistics and Probability Letters 19, 417-431.
    • (1994) Statistics and Probability Letters , vol.19 , pp. 417-431
    • Rousseeuw, P.J.1
  • 13
    • 0011517885 scopus 로고
    • Robustness of the p-subset algorithm for regression with high breakdown point
    • W. STAHEL and S. WEISBERG (eds.), Springer-Verlag, New York
    • ROUSSEEUW, P. J. and G. W. BASSETT (1991), Robustness of the p-subset algorithm for regression with high breakdown point, in: W. STAHEL and S. WEISBERG (eds.), Directions in robust statistics and diagnostics, Springer-Verlag, New York.
    • (1991) Directions in Robust Statistics and Diagnostics
    • Rousseeuw, P.J.1    Bassett, G.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.