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Volumn 28, Issue 4, 2000, Pages 1219-1243

On the uniqueness of S-functionals and M-functionals under nonelliptical distributions

Author keywords

CM estimates; Elliptical distributions; M estimates; Majorization; Minimum volume ellipsoid; MM estimates; Permutation invariance; Robustness; S estimates; Schur concavity; Symmetric exchangeable distributions; Unimodal distributions

Indexed keywords


EID: 0034237950     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (115)

References (18)
  • 1
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    • Anderson, T.W.1
  • 3
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    • Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices
    • DAVIES, P. L. (1987). Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices. Ann. Statist. 15 1269-1292.
    • (1987) Ann. Statist. , vol.15 , pp. 1269-1292
    • Davies, P.L.1
  • 4
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    • The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
    • DAVIES, P. L. (1992). The asymptotics of Rousseeuw's minimum volume ellipsoid estimator. Ann. Statist. 20 1828-1843.
    • (1992) Ann. Statist. , vol.20 , pp. 1828-1843
    • Davies, P.L.1
  • 5
    • 21344492930 scopus 로고
    • Aspects of robust linear regression
    • DAVIES, P. L. (1993). Aspects of robust linear regression. Ann. Statist. 21 1843-1899.
    • (1993) Ann. Statist. , vol.21 , pp. 1843-1899
    • Davies, P.L.1
  • 6
    • 0030516417 scopus 로고    scopus 로고
    • Constrained M-estimation for multivariate location and scatter
    • KENT, J. and TYLER, D. E. (1996). Constrained M-estimation for multivariate location and scatter. Ann. Statist. 24 1346-1370.
    • (1996) Ann. Statist. , vol.24 , pp. 1346-1370
    • Kent, J.1    Tyler, D.E.2
  • 8
    • 0001055108 scopus 로고
    • On the relation between S-estimators and M-estimators of multivariate location and covariance
    • LOPUHAÄ, H. (1989). On the relation 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.1
  • 9
    • 0002577876 scopus 로고
    • Highly efficient estimators of multivariate location with high breakdown point
    • LOPUHAÄ, H. (1992). Highly efficient estimators of multivariate location with high breakdown point. Ann. Statist. 20 398-413.
    • (1992) Ann. Statist. , vol.20 , pp. 398-413
    • Lopuhaä, H.1
  • 11
  • 13
    • 0001642186 scopus 로고
    • The excess-mass ellipsoid
    • NOLAN, D. (1991). The excess-mass ellipsoid. J. Multivariate Anal. 39 348-371.
    • (1991) J. Multivariate Anal. , vol.39 , pp. 348-371
    • Nolan, D.1
  • 14
    • 0002564033 scopus 로고
    • Multivariate estimation with high breakdown point
    • (W. Grossman, G. Pflug, I. Vincze and W. Wertz, eds.) Reidel, Dordrecht
    • ROUSSEEUW, P. J. (1986). Multivariate estimation with high breakdown point. In Mathematical Statistics and Applications (W. Grossman, G. Pflug, I. Vincze and W. Wertz, eds.) 283-297. Reidel, Dordrecht.
    • (1986) Mathematical Statistics and Applications , pp. 283-297
    • Rousseeuw, P.J.1
  • 17
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    • High breakdown point and high efficiency robust estimates for regression
    • YOHAI, V. J. (1987). High breakdown point and high efficiency robust estimates for regression. Ann. Statist. 15 642-656.
    • (1987) Ann. Statist. , vol.15 , pp. 642-656
    • Yohai, V.J.1
  • 18
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.