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
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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
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Palabras clave: | Partial influence curves; Projection-pursuit; Proportional scatter models; Robust estimation; Robust scatter matrices |
Año: | 2007
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Volumen: | 15
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Número: | 3
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Página de inicio: | 295
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Página de fin: | 327
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DOI: |
http://dx.doi.org/10.1007/s10260-006-0029-1 |
Título revista: | Statistical Methods and Applications
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Título revista abreviado: | Stat. Methods and Appl.
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ISSN: | 16182510
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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