Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data-Reference-Cited by-同舟云学术

Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data

Published:2012-09 Issue:499 Volume:107 Page:1178-1186
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Danilov Mike¹,Yohai Víctor J.²,Zamar Ruben H.³

Affiliation:

1. a Quantitative Analyst at Google , 1600 Amphitheatre Parkway, Mountain View , CA , 94043 , USA

2. b Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales , Universidad de Buenos Aires, Ciudad Universitaria , Pabellón 1, 1428 Buenos Aires, Argentina

3. c Department of Statistics , University of British Columbia , 333-6356 Agricultural Road, Vancouver , BC , V6T 1Z2 , Canada

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2012.699792

Reference22 articles.

1. High-breakdown estimation of multivariate mean and covariance with missing observations

2. Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices

3. A generalization of Tyler’s M-estimators to the case of incomplete data

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