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Influence functions of two families of robust estimators under proportional scatter matrices

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  • Graciela Boente
  • Frank Critchley
  • Liliana Orellana

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  • Graciela Boente & Frank Critchley & Liliana Orellana, 2007. "Influence functions of two families of robust estimators under proportional scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 295-327, February.
    • Handle: RePEc:spr:stmapp:v:15:y:2007:i:3:p:295-327
    DOI: 10.1007/s10260-006-0029-1
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    References listed on IDEAS

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    1. Flury, Bernhard K., 1986. "Proportionality of k covariance matrices," Statistics & Probability Letters, Elsevier, vol. 4(1), pages 29-33, January.
    2. Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M., 2006. "General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 124-147, January.
    3. Graciela Boente, 2002. "Influence functions and outlier detection under the common principal components model: A robust approach," Biometrika, Biometrika Trust, vol. 89(4), pages 861-875, December.
    4. Bernhard Flury & Martin Schmid & A. Narayanan, 1994. "Error rates in quadratic discrimination with constraints on the covariance matrices," Journal of Classification, Springer;The Classification Society, vol. 11(1), pages 101-120, March.
    5. Pires, Ana M. & Branco, João A., 2002. "Partial Influence Functions," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 451-468, November.
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    Cited by:

    1. Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M., 2008. "Robust discrimination under a hierarchy on the scatter matrices," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1332-1357, July.

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