IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/b3c069e5-3f34-475a-9c1b-154904836bf2.html
   My bibliography  Save this paper

The K-Step Spatial Sign Covariance Matrix

Author

Listed:
  • Croux, C.
  • Dehon, C.
  • Yadine, A.

Abstract

No abstract is available for this item.

Suggested Citation

  • Croux, C. & Dehon, C. & Yadine, A., 2010. "The K-Step Spatial Sign Covariance Matrix," Other publications TiSEM b3c069e5-3f34-475a-9c1b-1, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:b3c069e5-3f34-475a-9c1b-154904836bf2
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1214689/2010-41.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    • C. Croux & C. Dehon & A. Yadine, 2010. "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 137-150, September.

    References listed on IDEAS

    as
    1. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(1), pages 1-73, June.
    2. Rousseeuw, Peter J. & Croux, Christophe, 1994. "The bias of k-step M-estimators," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 411-420, August.
    3. Lutz Dümbgen & David E. Tyler, 2005. "On the Breakdown Properties of Some Multivariate M‐Functionals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 247-264, June.
    4. Marden, John I., 1999. "Some robust estimates of principal components," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 349-359, July.
    5. Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
    6. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
    7. Seija Sirkiä & Sara Taskinen & Hannu Oja & David Tyler, 2009. "Tests and estimates of shape based on spatial signs and ranks," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 155-176.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Raymaekers, Jakob & Rousseeuw, Peter, 2019. "A generalized spatial sign covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 94-111.
    2. Dürre, Alexander & Vogel, Daniel & Fried, Roland, 2015. "Spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 89-105.
    3. Dürre, Alexander & Vogel, Daniel, 2016. "Asymptotics of the two-stage spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 54-67.
    4. Majumdar, Subhabrata & Chatterjee, Snigdhansu, 2022. "On weighted multivariate sign functions," Journal of Multivariate Analysis, Elsevier, vol. 191(C).
    5. Bernard, Gaspard & Verdebout, Thomas, 2024. "On some multivariate sign tests for scatter matrix eigenvalues," Econometrics and Statistics, Elsevier, vol. 29(C), pages 252-260.
    6. Dürre, Alexander & Vogel, Daniel & Tyler, David E., 2014. "The spatial sign covariance matrix with unknown location," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 107-117.

    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.
    1. Seija Sirkiä & Sara Taskinen & Hannu Oja & David Tyler, 2009. "Tests and estimates of shape based on spatial signs and ranks," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 155-176.
    2. Taskinen, Sara & Koch, Inge & Oja, Hannu, 2012. "Robustifying principal component analysis with spatial sign vectors," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 765-774.
    3. Joni Virta & Niko Lietzén & Henri Nyberg, 2024. "Robust signal dimension estimation via SURE," Statistical Papers, Springer, vol. 65(5), pages 3007-3038, July.
    4. Dürre, Alexander & Vogel, Daniel & Fried, Roland, 2015. "Spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 89-105.
    5. Hallin Marc & Paindaveine Davy, 2006. "Parametric and semiparametric inference for shape: the role of the scale functional," Statistics & Risk Modeling, De Gruyter, vol. 24(3), pages 327-350, December.
    6. Paindaveine, Davy & Van Bever, Germain, 2014. "Inference on the shape of elliptical distributions based on the MCD," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 125-144.
    7. Frahm, Gabriel & Jaekel, Uwe, 2010. "A generalization of Tyler's M-estimators to the case of incomplete data," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 374-393, February.
    8. 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.
    9. Dürre, Alexander & Vogel, Daniel & Tyler, David E., 2014. "The spatial sign covariance matrix with unknown location," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 107-117.
    10. Dürre, Alexander & Tyler, David E. & Vogel, Daniel, 2016. "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 80-85.
    11. Frahm, Gabriel, 2009. "Asymptotic distributions of robust shape matrices and scales," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1329-1337, August.
    12. Raymaekers, Jakob & Rousseeuw, Peter, 2019. "A generalized spatial sign covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 94-111.
    13. Davy Paindaveine & Germain Van Bever, 2013. "Inference on the Shape of Elliptical Distribution Based on the MCD," Working Papers ECARES ECARES 2013-27, ULB -- Universite Libre de Bruxelles.
    14. Dürre, Alexander & Vogel, Daniel, 2016. "Asymptotics of the two-stage spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 54-67.
    15. Bernard, Gaspard & Verdebout, Thomas, 2024. "On some multivariate sign tests for scatter matrix eigenvalues," Econometrics and Statistics, Elsevier, vol. 29(C), pages 252-260.
    16. Guangxing Wang & Sisheng Liu & Fang Han & Chong‐Zhi Di, 2023. "Robust functional principal component analysis via a functional pairwise spatial sign operator," Biometrics, The International Biometric Society, vol. 79(2), pages 1239-1253, June.
    17. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
    18. Bernard, Gaspard & Verdebout, Thomas, 2024. "On testing the equality of latent roots of scatter matrices under ellipticity," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    19. Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu, 2020. "M-estimation with incomplete and dependent multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
    20. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:tiu:tiutis:b3c069e5-3f34-475a-9c1b-154904836bf2. 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: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.