Influence functions of two families of robust estimators under proportional scatter matrices

In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection-...

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Detalles Bibliográficos
Autores principales:	Boente, G., Critchley, F., Orellana, L.
Formato:	JOUR
Materias:	Partial influence curves Projection-pursuit Proportional scatter models Robust estimation Robust scatter matrices
Acceso en línea:	http://hdl.handle.net/20.500.12110/paper_16182510_v15_n3_p295_Boente
Aporte de:	Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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spelling	todo:paper_16182510_v15_n3_p295_Boente2023-10-03T16:28:28Z Influence functions of two families of robust estimators under proportional scatter matrices Boente, G. Critchley, F. Orellana, L. Partial influence curves Projection-pursuit Proportional scatter models Robust estimation Robust scatter matrices In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection- pursuit and a modified projection-pursuit approach, adapted to the proportional setting, are also considered. For all families of estimates, partial influence functions are obtained and asymptotic variances are derived from them. The performance of the estimates is compared through a Monte Carlo study. © 2006 Springer-Verlag. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_16182510_v15_n3_p295_Boente
institution	Universidad de Buenos Aires
institution_str	I-28
repository_str	R-134
collection	Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic	Partial influence curves Projection-pursuit Proportional scatter models Robust estimation Robust scatter matrices
spellingShingle	Partial influence curves Projection-pursuit Proportional scatter models Robust estimation Robust scatter matrices Boente, G. Critchley, F. Orellana, L. Influence functions of two families of robust estimators under proportional scatter matrices
topic_facet	Partial influence curves Projection-pursuit Proportional scatter models Robust estimation Robust scatter matrices
description	In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection- pursuit and a modified projection-pursuit approach, adapted to the proportional setting, are also considered. For all families of estimates, partial influence functions are obtained and asymptotic variances are derived from them. The performance of the estimates is compared through a Monte Carlo study. © 2006 Springer-Verlag.
format	JOUR
author	Boente, G. Critchley, F. Orellana, L.
author_facet	Boente, G. Critchley, F. Orellana, L.
author_sort	Boente, G.
title	Influence functions of two families of robust estimators under proportional scatter matrices
title_short	Influence functions of two families of robust estimators under proportional scatter matrices
title_full	Influence functions of two families of robust estimators under proportional scatter matrices
title_fullStr	Influence functions of two families of robust estimators under proportional scatter matrices
title_full_unstemmed	Influence functions of two families of robust estimators under proportional scatter matrices
title_sort	influence functions of two families of robust estimators under proportional scatter matrices
url	http://hdl.handle.net/20.500.12110/paper_16182510_v15_n3_p295_Boente
work_keys_str_mv	AT boenteg influencefunctionsoftwofamiliesofrobustestimatorsunderproportionalscattermatrices AT critchleyf influencefunctionsoftwofamiliesofrobustestimatorsunderproportionalscattermatrices AT orellanal influencefunctionsoftwofamiliesofrobustestimatorsunderproportionalscattermatrices
_version_	1782026954276339712

Influence functions of two families of robust estimators under proportional scatter matrices

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