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Abstract:

In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection- pursuit and a modified projection-pursuit approach, adapted to the proportional setting, are also considered. For all families of estimates, partial influence functions are obtained and asymptotic variances are derived from them. The performance of the estimates is compared through a Monte Carlo study. © 2006 Springer-Verlag.

Registro:

Documento: Artículo
Título:Influence functions of two families of robust estimators under proportional scatter matrices
Autor:Boente, G.; Critchley, F.; Orellana, L.
Filiación:Universidad de Buenos Aires, CONICET, Buenos Aires, Argentina
Open University, Milton Keynes, United Kingdom
Universidad de Buenos Aires, Buenos Aires, Argentina
Harvard School of Public Health, Harvard University, Boston, MA, United States
Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Ciudad Universitaria, Buenos Aires, C1428EHA, Argentina
Palabras clave:Partial influence curves; Projection-pursuit; Proportional scatter models; Robust estimation; Robust scatter matrices
Año:2007
Volumen:15
Número:3
Página de inicio:295
Página de fin:327
DOI: http://dx.doi.org/10.1007/s10260-006-0029-1
Título revista:Statistical Methods and Applications
Título revista abreviado:Stat. Methods and Appl.
ISSN:16182510
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_16182510_v15_n3_p295_Boente

Referencias:

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Citas:

---------- APA ----------
Boente, G., Critchley, F. & Orellana, L. (2007) . Influence functions of two families of robust estimators under proportional scatter matrices. Statistical Methods and Applications, 15(3), 295-327.
http://dx.doi.org/10.1007/s10260-006-0029-1
---------- CHICAGO ----------
Boente, G., Critchley, F., Orellana, L. "Influence functions of two families of robust estimators under proportional scatter matrices" . Statistical Methods and Applications 15, no. 3 (2007) : 295-327.
http://dx.doi.org/10.1007/s10260-006-0029-1
---------- MLA ----------
Boente, G., Critchley, F., Orellana, L. "Influence functions of two families of robust estimators under proportional scatter matrices" . Statistical Methods and Applications, vol. 15, no. 3, 2007, pp. 295-327.
http://dx.doi.org/10.1007/s10260-006-0029-1
---------- VANCOUVER ----------
Boente, G., Critchley, F., Orellana, L. Influence functions of two families of robust estimators under proportional scatter matrices. Stat. Methods and Appl. 2007;15(3):295-327.
http://dx.doi.org/10.1007/s10260-006-0029-1