메뉴 건너뛰기




Volumn 81, Issue 1, 2011, Pages 1-27

Stahel-Donoho estimators with cellwise weights

Author keywords

Contamination models; Outlier identification; Robust multivariate estimators

Indexed keywords


EID: 78650279050     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650903103873     Document Type: Article
Times cited : (23)

References (17)
  • 1
    • 78650261848 scopus 로고
    • Research Rep, Fachgruppe für Statistik, E.T.H. Zürich, Switzerland
    • W.A. Stahel, Breakdown of covariance estimators, Research Rep. 31, Fachgruppe für Statistik, E.T.H. Zürich, Switzerland, 1981.
    • (1981) Breakdown of Covariance Estimators , vol.31
    • Stahel, W.A.1
  • 3
    • 0344133271 scopus 로고
    • The behavior of the Stahel-Donoho robust multivariate estimator
    • R.A. Maronna and V.J. Yohai, The behavior of the Stahel-Donoho robust multivariate estimator, J. Amer. Statist. Assoc. 90 (1995), pp. 329-341.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 329-341
    • Maronna, R.A.1    Yohai, V.J.2
  • 4
    • 0037114404 scopus 로고    scopus 로고
    • The influence function of the Stahel-Donoho estimator of multivariate location and scatter, Statist
    • D. Gervini, The influence function of the Stahel-Donoho estimator of multivariate location and scatter, Statist. Probab. Lett. 60 (2002), pp. 425-435.
    • (2002) Probab. Lett. , vol.60 , pp. 425-435
    • Gervini, D.1
  • 5
    • 0348123393 scopus 로고    scopus 로고
    • On the Stahel-Donoho estimator and depth-weighted means of multivariate data
    • Y. Zuo, H. Cui, and X. He, On the Stahel-Donoho estimator and depth-weighted means of multivariate data, Ann. Statist. 32 (2004), pp. 167-188.
    • (2004) Ann. Statist. , vol.32 , pp. 167-188
    • Zuo, Y.1    Cui, H.2    He, X.3
  • 6
    • 84950968334 scopus 로고
    • Least median of squares regression
    • P.J. Rousseeuw, Least median of squares regression, J. Amer. Statist. Assoc. 79 (1984), pp. 871-880.
    • (1984) J. Amer. Statist. Assoc. , vol.79 , pp. 871-880
    • Rousseeuw, P.J.1
  • 7
    • 0000789842 scopus 로고
    • Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices
    • P.L. Davies, Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices, Ann. Statist. 15 (1987), pp. 1269-1292.
    • (1987) Ann. Statist. , vol.15 , pp. 1269-1292
    • Davies, P.L.1
  • 8
    • 13444287831 scopus 로고    scopus 로고
    • ROBPCA: A new approach to robust principal component analysis
    • M. Hubert, P.J. Rousseeuw, and K. Vanden Branden, ROBPCA: a new approach to robust principal component analysis, Technometrics 47 (2005), pp. 64-79.
    • (2005) Technometrics , vol.47 , pp. 64-79
    • Hubert, M.1    Rousseeuw, P.J.2    van den Branden, K.3
  • 9
    • 0242322774 scopus 로고    scopus 로고
    • A robust PCR method for high-dimensional regressors
    • M. Hubert and S. Verboven, A robust PCR method for high-dimensional regressors, J. Chemom. 17 (2003), pp. 438-452.
    • (2003) J. Chemom. , vol.17 , pp. 438-452
    • Hubert, M.1    Verboven, S.2
  • 10
    • 58149517908 scopus 로고    scopus 로고
    • The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness, preprint
    • M. Debruyne and M. Hubert, The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness, preprint (2008), Statist. Probab. Lett. 79 (2009), pp. 275-282.
    • (2008) Statist. Probab. Lett. , vol.79 , pp. 275-282
    • Debruyne, M.1    Hubert, M.2
  • 11
    • 0002331280 scopus 로고
    • The future of data analysis
    • J.W. Tukey, The future of data analysis, Ann. Math. Statist. 33 (1962), pp. 1-67.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 1-67
    • Tukey, J.W.1
  • 12
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • P.J. Huber, Robust estimation of a location parameter, Ann. Math. Statist. 35 (1964), pp. 73-101.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 13
    • 65349137553 scopus 로고    scopus 로고
    • Propagation of outliers in multivariate data, preprint
    • F. Alqallaf, S. Van Aelst, V.J. Yohai, and R.H. Zamar, Propagation of outliers in multivariate data, preprint (2008), Ann. Statist. 37 (2009), pp. 311-331.
    • (2008) Ann. Statist. , vol.37 , pp. 311-331
    • Alqallaf, F.1    van Aelst, S.2    Yohai, V.J.3    Zamar, R.H.4
  • 14
    • 0031530239 scopus 로고    scopus 로고
    • A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
    • U. Gather and T. Hilker, A note on Tyler's modification of the MAD for the Stahel-Donoho estimator, Ann. Statist. 25 (1997), pp. 2024-2026.
    • (1997) Ann. Statist. , vol.25 , pp. 2024-2026
    • Gather, U.1    Hilker, T.2
  • 15
    • 0032680362 scopus 로고    scopus 로고
    • A fast algorithm for the minimum covariance determinant estimator
    • P.J. Rousseeuw and K. Van Driessen, A fast algorithm for the minimum covariance determinant estimator, Technometrics 41 (1999), pp. 212-223.
    • (1999) Technometrics , vol.41 , pp. 212-223
    • Rousseeuw, P.J.1    van Driessen, K.2
  • 16
    • 0036849459 scopus 로고    scopus 로고
    • Robust estimates of location and dispersion for high-dimensional datasets
    • R. Maronna and R.H. Zamar, Robust estimates of location and dispersion for high-dimensional datasets, Technometrics 44 (2002), pp. 307-317.
    • (2002) Technometrics , vol.44 , pp. 307-317
    • Maronna, R.1    Zamar, R.H.2
  • 17
    • 0004168339 scopus 로고
    • Multivariate Statistics
    • Chapman and Hall, London
    • B. Flury and H. Riedwyl, Multivariate Statistics. A Practical Approach, Chapman and Hall, London, 1988.
    • (1988) A Practical Approach
    • Flury, B.1    Riedwyl, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.