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Volumn 6, Issue 2, 1996, Pages 367-374

Cross-checking using the minimum volume ellipsoid estimator

(2)  He, Xuming a   Wang, Gang a  

a NONE

Author keywords

Breakdown point; Efficiency; Elliptic distribution; Multivariate location and scatter; Strong consistency

Indexed keywords


EID: 21344465497     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (17)

References (13)
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    • Campbell, N.A.1
  • 2
    • 0000789842 scopus 로고
    • Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
    • Davies, P. L. (1987). Asymptotic behaviour 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
  • 3
    • 0000350557 scopus 로고
    • The asymptotics of S-estimators in the linear regression model
    • Davies, P. L. (1990). The asymptotics of S-estimators in the linear regression model. Ann. Statist. 18, 1651-1675.
    • (1990) Ann. Statist. , vol.18 , pp. 1651-1675
    • Davies, P.L.1
  • 4
    • 38249013620 scopus 로고
    • An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
    • Davies, P. L. (1992a). An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator. J. Multivariate. Anal. 40, 311-327.
    • (1992) J. Multivariate. Anal. , vol.40 , pp. 311-327
    • Davies, P.L.1
  • 5
    • 21144467678 scopus 로고
    • The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
    • Davies, P. L. (1992b). 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
  • 6
    • 84950884569 scopus 로고
    • Robust estimation of dispersion matrices and principal components
    • Devlin, S. J., Gnanadesikan, R. and Kettenring, J. R. (1981). Robust estimation of dispersion matrices and principal components. J. Amer. Statist. Assoc. 76, 354-362.
    • (1981) J. Amer. Statist. Assoc. , vol.76 , pp. 354-362
    • Devlin, S.J.1    Gnanadesikan, R.2    Kettenring, J.R.3
  • 7
    • 0001475414 scopus 로고
    • A local breakdown property of robust tests in linear regression
    • He, X. (1991). A local breakdown property of robust tests in linear regression. J. Multivariate. Anal. 38, 294-305.
    • (1991) J. Multivariate. Anal. , vol.38 , pp. 294-305
    • He, X.1
  • 8
    • 1542512253 scopus 로고
    • Reweighted LS estimators converge at the same rate as the initial estimator
    • He, X. and Portnoy, S. (1992). Reweighted LS estimators converge at the same rate as the initial estimator. Ann. Statist. 20, 2161-2167.
    • (1992) Ann. Statist. , vol.20 , pp. 2161-2167
    • He, X.1    Portnoy, S.2
  • 9
    • 25444524964 scopus 로고
    • On properties and applicability of the minimum volume ellipsoid estimators
    • University of Illinois
    • He, X. and Wang, G. (1992). On properties and applicability of the minimum volume ellipsoid estimators. Technical Report, University of Illinois.
    • (1992) Technical Report
    • He, X.1    Wang, G.2
  • 10
    • 0002564033 scopus 로고
    • Multivariate estimation with high breakdown point
    • Edited by W. Grossmann et al., Reidel Publishing
    • Rousseeuw, P. J. (1985). Multivariate estimation with high breakdown point. In Mathematical Statistics and Applications (Vol. B, Edited by W. Grossmann et al.), 283-297, Reidel Publishing.
    • (1985) Mathematical Statistics and Applications , vol.B , pp. 283-297
    • Rousseeuw, P.J.1
  • 12
    • 84950439147 scopus 로고
    • Unmasking multivariate outliers and leverage points
    • Rousseeuw, P. J. and van Zomeren, B. C. (1990). Unmasking multivariate outliers and leverage points. J. Amer. Statist. Assoc. 85, 633-639.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 633-639
    • Rousseeuw, P.J.1    Van Zomeren, B.C.2
  • 13
    • 84950421188 scopus 로고
    • On one-step GM estimates and stability of inferences in linear regression
    • Simpson, D. G., Ruppert, D. and Carroll, R. J. (1992). On one-step GM estimates and stability of inferences in linear regression. J. Amer. Statist. Assoc. 87, 439-450.
    • (1992) J. Amer. Statist. Assoc. , vol.87 , pp. 439-450
    • Simpson, D.G.1    Ruppert, D.2    Carroll, R.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.