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A practical affine equivariant multivariate median

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Cited by:

  1. Li, Yang & Wang, Zhaojun & Zou, Changliang, 2016. "A simpler spatial-sign-based two-sample test for high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 192-198.
  2. Biau, Gérard & Devroye, Luc & Dujmović, Vida & Krzyżak, Adam, 2012. "An affine invariant k-nearest neighbor regression estimate," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 24-34.
  3. G. Zioutas & C. Chatzinakos & T. D. Nguyen & L. Pitsoulis, 2017. "Optimization techniques for multivariate least trimmed absolute deviation estimation," Journal of Combinatorial Optimization, Springer, vol. 34(3), pages 781-797, October.
  4. 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.
  5. Tsai, Ming-Tien, 2009. "Asymptotically efficient two-sample rank tests for modal directions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 445-458, March.
  6. Hua Xin & Wan-Ju Hsieh & Yuhlong Lio & Tzong-Ru Tsai, 2020. "Nonlinear Profile Monitoring Using Spline Functions," Mathematics, MDPI, vol. 8(9), pages 1-20, September.
  7. Jin Wang & Weihua Zhou, 2015. "Effect of kurtosis on efficiency of some multivariate medians," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(3), pages 331-348, September.
  8. Ella Roelant & Stefan Van Aelst, 2007. "An L1-type estimator of multivariate location and shape," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 381-393, February.
  9. Joni Virta & Niko Lietzén & Henri Nyberg, 2024. "Robust signal dimension estimation via SURE," Statistical Papers, Springer, vol. 65(5), pages 3007-3038, July.
  10. Jaakko Nevalainen & Denis Larocque & Hannu Oja, 2007. "A weighted spatial median for clustered data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 355-379, February.
  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. 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.
  13. 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).
  14. 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.
  15. Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019. "Sign Tests for Weak Principal Directions," Working Papers ECARES 2019-01, ULB -- Universite Libre de Bruxelles.
  16. 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.
  17. 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.
  18. repec:jss:jstsof:16:i05 is not listed on IDEAS
  19. Jaakko Nevalainen & Denis Larocque & Hannu Oja, 2007. "A weighted spatial median for clustered data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 355-379, February.
  20. Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
  21. Bernard, Gaspard & Verdebout, Thomas, 2024. "On some multivariate sign tests for scatter matrix eigenvalues," Econometrics and Statistics, Elsevier, vol. 29(C), pages 252-260.
  22. Feng, Long & Zhang, Xiaoxu & Liu, Binghui, 2020. "Multivariate tests of independence and their application in correlation analysis between financial markets," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
  23. Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu, 2020. "M-estimation with incomplete and dependent multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
  24. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
  25. Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu, 2003. "Sign test of independence between two random vectors," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 9-21, March.
  26. Xu, Kai & Tian, Yan & He, Daojiang, 2021. "A high dimensional nonparametric test for proportional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
  27. Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2014. "Efficient R-Estimation of Principal and Common Principal Components," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1071-1083, September.
  28. Paindaveine, Davy, 2009. "On Multivariate Runs Tests for Randomness," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1525-1538.
  29. 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.
  30. Long Feng & Changliang Zou & Zhaojun Wang, 2016. "Multivariate-Sign-Based High-Dimensional Tests for the Two-Sample Location Problem," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 721-735, April.
  31. Nordhausen, Klaus & Oja, Hannu & Tyler, David E., 2022. "Asymptotic and bootstrap tests for subspace dimension," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  32. Hallin, Marc & Paindaveine, Davy, 2009. "Optimal tests for homogeneity of covariance, scale, and shape," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 422-444, March.
  33. 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.
  34. Annaliisa Kankainen & Sara Taskinen & Hannu Oja, 2007. "Tests of multinormality based on location vectors and scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(3), pages 357-379, November.
  35. Klaus Nordhausen, 2014. "On robustifying some second order blind source separation methods for nonstationary time series," Statistical Papers, Springer, vol. 55(1), pages 141-156, February.
  36. Changliang Zou & Zhaojun Wang & Fugee Tsung, 2012. "A spatial rank‐based multivariate EWMA control chart," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(2), pages 91-110, March.
  37. Sirkiä, Seija & Taskinen, Sara & Oja, Hannu, 2007. "Symmetrised M-estimators of multivariate scatter," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1611-1629, September.
  38. Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
  39. Ella Roelant & Stefan Aelst, 2007. "An L1-type estimator of multivariate location and shape," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 381-393, February.
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