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A note on multivariate location and scatter statistics for sparse data sets

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  • Tyler, David E.

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For a p-dimensional data set of size n

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  • Tyler, David E., 2010. "A note on multivariate location and scatter statistics for sparse data sets," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1409-1413, September.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:17-18:p:1409-1413
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    1. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 1-73, June.
    2. Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J., 1992. "Bias-robust estimators of multivariate scatter based on projections," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 141-161, July.
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    Cited by:

    1. Pini, Alessia & Stamm, Aymeric & Vantini, Simone, 2018. "Hotelling’s T2 in separable Hilbert spaces," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 284-305.
    2. Loperfido, Nicola, 2021. "Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    3. Dürre, Alexander & Vogel, Daniel & Fried, Roland, 2015. "Spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 89-105.
    4. Taskinen, Sara & Koch, Inge & Oja, Hannu, 2012. "Robustifying principal component analysis with spatial sign vectors," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 765-774.
    5. Dürre, Alexander & Tyler, David E. & Vogel, Daniel, 2016. "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 80-85.

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