IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-319-22404-6_22.html
   My bibliography  Save this book chapter

A B-Robust Non-Iterative Scatter Matrix Estimator: Asymptotics and Application to Cluster Detection Using Invariant Coordinate Selection

In: Modern Nonparametric, Robust and Multivariate Methods

Author

Listed:
  • Mohamed Fekri

    (Institut National des Postes et Télécommunications, Département de Mathématiques, Informatique et Réseaux)

  • Anne Ruiz-Gazen

    (Université Toulouse 1 Capitole, Toulouse School of Economics)

Abstract

In Ruiz-Gazen (Comput Stat Data Anal 21:149–162, 1996), a simple B-robust estimator was introduced. Its definition is explicit and takes into account the empirical covariance matrix together with a one-step M-estimator. In the present paper, we derive the asymptotics and some robustness properties of this estimator. We compare its performance to the usual M- and S-estimators by means of a Monte-Carlo study. We also illustrate its use for cluster detection using Invariant Coordinate Selection on a small example.

Suggested Citation

  • Mohamed Fekri & Anne Ruiz-Gazen, 2015. "A B-Robust Non-Iterative Scatter Matrix Estimator: Asymptotics and Application to Cluster Detection Using Invariant Coordinate Selection," Springer Books, in: Klaus Nordhausen & Sara Taskinen (ed.), Modern Nonparametric, Robust and Multivariate Methods, edition 1, chapter 0, pages 395-423, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-22404-6_22
    DOI: 10.1007/978-3-319-22404-6_22
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-319-22404-6_22. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.