Robust plug-in estimators in proportional scatter models

Boente,G and Orellana,L 2004, Robust plug-in estimators in proportional scatter models, Journal of statistical planning and inference, vol. 122, no. 1-2, pp. 95-110, doi: 10.1016/j.jspi.2003.06.006.

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Title Robust plug-in estimators in proportional scatter models
Author(s) Boente,G
Orellana,LORCID iD for Orellana,L
Journal name Journal of statistical planning and inference
Volume number 122
Issue number 1-2
Start page 95
End page 110
Total pages 16
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2004
ISSN 0378-3758
Keyword(s) Asymptotic properties
Principal components
Proportional models
Robust estimation
Robust scatter matrices
Summary We address the problem of estimating the principal axes and their size in the case of several populations under the assumption of a proportional model. We propose robust estimators for the common principal axes and their size. The robust estimators are based on asymptotically normal and equivariant robust scatter estimators. The asymptotic distribution of the robust estimators including the proportionality constants are derived. © 2003 Elsevier B.V. All rights reserved.
Language eng
DOI 10.1016/j.jspi.2003.06.006
Field of Research 119999 Medical and Health Sciences not elsewhere classified
Socio Economic Objective 929999 Health not elsewhere classified
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2004, Elsevier
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Document type: Journal Article
Collections: Faculty of Health
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