On weakly equivariant estimators
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-019-01149-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Robert Serfling, 2010. "Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(7), pages 915-936.
- Pauliina Ilmonen & Hannu Oja & Robert Serfling, 2012. "On Invariant Coordinate System (ICS) Functionals," International Statistical Review, International Statistical Institute, vol. 80(1), pages 93-110, April.
- Tatsuya Kubokawa & Yoshihiko Konno, 1990. "Estimating the covariance matrix and the generalized variance under a symmetric loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 331-343, June.
- García, Gloria & M. Oller, Josep, 2001. "Minimum Riemannian risk equivariant estimator for the univariate normal model," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 109-113, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nordhausen, Klaus & Ruiz-Gazen, Anne, 2022.
"On the usage of joint diagonalization in multivariate statistics,"
Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Nordhausen, Klaus & Ruiz-Gazen, Anne, 2021. "On the usage of joint diagonalization in multivariate statistics," TSE Working Papers 21-1268, Toulouse School of Economics (TSE).
- Klaus Nordhausen & Anne Ruiz-Gazen, 2022. "On the usage of joint diagonalization in multivariate statistics," Post-Print hal-04296111, HAL.
- Loperfido, Nicola, 2021. "Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Ilmonen, Pauliina, 2013. "On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1219-1226.
- Yi He & John H. J. Einmahl, 2017.
"Estimation of extreme depth-based quantile regions,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Other publications TiSEM d6529c8a-8865-4c03-a064-a, Tilburg University, School of Economics and Management.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
- Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008.
"Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth,"
Working Papers ECARES
2008_042, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010. "Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth," ULB Institutional Repository 2013/127979, ULB -- Universite Libre de Bruxelles.
- Katori, Makoto & Konno, Norio, 1992. "On the extinction of Dickman's reaction- diffusion processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 186(3), pages 578-590.
- Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
- Yves Dominicy & Pauliina Ilmonen & David Veredas, 2017. "Multivariate Hill Estimators," International Statistical Review, International Statistical Institute, vol. 85(1), pages 108-142, April.
- Wang, Shanshan & Serfling, Robert, 2018. "On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 32-49.
- Panayiotis Bobotas & George Iliopoulos & Stavros Kourouklis, 2012. "Estimating the ratio of two scale parameters: a simple approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 343-357, April.
- Serfling, Robert & Wijesuriya, Uditha, 2017. "Depth-based nonparametric description of functional data, with emphasis on use of spatial depth," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 24-45.
- Virta, Joni & Li, Bing & Nordhausen, Klaus & Oja, Hannu, 2020. "Independent component analysis for multivariate functional data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
- Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu, 2015. "New independent component analysis tools for time series," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 80-87.
- Davy Paindaveine & Germain Van Bever, 2015. "Discussion of “Multivariate Functional Outlier Detection”, by Mia Hubert, Peter Rousseeuw and Pieter Segaert," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(2), pages 223-231, July.
- Loperfido, Nicola, 2024. "The skewness of mean–variance normal mixtures," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
- Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene, 2005. "Estimation of the entropy of a multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 324-342, February.
- Ledoit, Olivier & Wolf, Michael, 2021. "Shrinkage estimation of large covariance matrices: Keep it simple, statistician?," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Iliopoulos, George, 2008. "UMVU estimation of the ratio of powers of normal generalized variances under correlation," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1051-1069, July.
- Iliopoulos, George & Kourouklis, Stavros, 1999. "Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 176-192, February.
- Loperfido, Nicola, 2015. "Vector-valued skewness for model-based clustering," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 230-237.
More about this item
Keywords
Topological group; Hausdorff space; Locally compact group; Orbit type; Transitivity; Homogeneous space; Invariance; Isovariance; Weakly equivariance; Cocycles;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-019-01149-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.