IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/c7650fe9-19f1-4c04-9b3f-a1658284eaf6.html
   My bibliography  Save this paper

On the Optimality of Multivariate S-Estimators

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. "On the Optimality of Multivariate S-Estimators," Other publications TiSEM c7650fe9-19f1-4c04-9b3f-a, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:c7650fe9-19f1-4c04-9b3f-a1658284eaf6
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1214735/2010-39.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011. "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 332-341, June.
    2. Croux, Christophe, 1994. "Efficient high-breakdown M-estimators of scale," Statistics & Probability Letters, Elsevier, vol. 19(5), pages 371-379, April.
    3. Bashir, Shaheena & Carter, E. M., 2005. "High breakdown mixture discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 102-111, March.
    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. Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011. "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 332-341, June.
    2. Christophe Croux, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 621-623, December.
    3. Marco Riani & Andrea Cerioli & Francesca Torti, 2014. "On consistency factors and efficiency of robust S-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 356-387, June.

    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. Marmion, Mathieu & Luoto, Miska & Heikkinen, Risto K. & Thuiller, Wilfried, 2009. "The performance of state-of-the-art modelling techniques depends on geographical distribution of species," Ecological Modelling, Elsevier, vol. 220(24), pages 3512-3520.
    2. Marco Riani & Andrea Cerioli & Francesca Torti, 2014. "On consistency factors and efficiency of robust S-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 356-387, June.
    3. Ben, Marta García & Martínez, Elena & Yohai, Víctor J., 2006. "Robust estimation for the multivariate linear model based on a [tau]-scale," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1600-1622, August.
    4. 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.
    5. Van Aelst, Stefan & Willems, Gert & Zamar, Ruben H., 2013. "Robust and efficient estimation of the residual scale in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 278-296.
    6. Croux, Christophe & Ruiz-Gazen, Anne, 2005. "High breakdown estimators for principal components: the projection-pursuit approach revisited," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 206-226, July.
    7. Serneels, Sven & Verdonck, Tim, 2008. "Principal component analysis for data containing outliers and missing elements," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1712-1727, January.
    8. Despina Dasiou & Chronis Moyssiadis, 2001. "The 50% breakdown point in simultaneous M-estimation of location and scale," Statistical Papers, Springer, vol. 42(2), pages 243-252, April.
    9. Ana M. Bianco & Paula M. Spano, 2019. "Robust inference for nonlinear regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 369-398, June.
    10. Bali, Juan Lucas & Boente, Graciela, 2015. "Influence function of projection-pursuit principal components for functional data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 173-199.
    11. John Randal & Peter Thomson & Martin Lally, 2004. "Non-parametric estimation of historical volatility," Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 427-440.
    12. Christophe Croux, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 621-623, December.
    13. Alessio Farcomeni & Luca Greco, 2015. "S-estimation of hidden Markov models," Computational Statistics, Springer, vol. 30(1), pages 57-80, March.

    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:c7650fe9-19f1-4c04-9b3f-a1658284eaf6. 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.