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Inference on the Shape of Elliptical Distribution Based on the MCD

Listed author(s):
  • Davy Paindaveine
  • Germain Van Bever

No abstract is available for this item.

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File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/143831/1/2013-27-PAINDAVEINE_VANBEVER-inference.pdf
File Function: 2013-27-PAINDAVEINE_VANBEVER-inference
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Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2013-27.

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Date of creation: May 2013
Publication status: Published by:
Handle: RePEc:eca:wpaper:2013/143831
Contact details of provider: Postal:
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Phone: (32 2) 650 30 75
Fax: (32 2) 650 44 75
Web page: http://difusion.ulb.ac.be

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  1. Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
  2. Hallin Marc & Paindaveine Davy, 2006. "Parametric and semiparametric inference for shape: the role of the scale functional," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 1-24, December.
  3. Cator, Eric A. & Lopuhaä, Hendrik P., 2010. "Asymptotic expansion of the minimum covariance determinant estimators," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2372-2388, November.
  4. Agulló, Jose & Croux, Christophe & Van Aelst, Stefan, 2008. "The multivariate least-trimmed squares estimator," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 311-338, March.
  5. Frahm, Gabriel, 2009. "Asymptotic distributions of robust shape matrices and scales," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1329-1337, August.
  6. Lutz Dümbgen & David E. Tyler, 2005. "On the Breakdown Properties of Some Multivariate M-Functionals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 247-264.
  7. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
  8. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
  9. Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
  10. Lutz Dümbgen, 1998. "On Tyler's M-Functional of Scatter in High Dimension," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 471-491, September.
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