On Mad and Comedians
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DOI: 10.1023/A:1003258024248
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- Falk, Michael, 1986. "On the estimation of the quantile density function," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 69-73, March.
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- Serfling, Robert & Mazumder, Satyaki, 2009. "Exponential probability inequality and convergence results for the median absolute deviation and its modifications," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1767-1773, August.
- Laniado Rodas, Henry, 2017. "Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators," DES - Working Papers. Statistics and Econometrics. WS 24613, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Falk, Michael, 1998. "A Note on the Comedian for Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 306-317, November.
- M. A. Di Palma & M. Gallo, 2016. "A co-median approach to detect compositional outliers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(13), pages 2348-2362, October.
- Elisa Cabana & Rosa E. Lillo & Henry Laniado, 2021. "Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators," Statistical Papers, Springer, vol. 62(4), pages 1583-1609, August.
- Laíla Luana Campos & Daniel Furtado Ferreira, 2022. "Robust modified classical spherical tests in the presence of outliers," Statistical Papers, Springer, vol. 63(5), pages 1561-1576, October.
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Keywords
Median absolute deviation from the median; robust measure of correlation; comedian; breakdown point; covariance; correlation coefficient; bivariate normal vectors; strong consistency; asymptotic normality;All these keywords.
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