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- aggregation classification "A1".
- aggregation creator B506130.
- aggregation creator person.
- aggregation creator person.
- aggregation date "2009".
- aggregation format "application/pdf".
- aggregation hasFormat 778193.bibtex.
- aggregation hasFormat 778193.csv.
- aggregation hasFormat 778193.dc.
- aggregation hasFormat 778193.didl.
- aggregation hasFormat 778193.doc.
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- aggregation hasFormat 778193.yaml.
- aggregation isPartOf urn:issn:0047-259X.
- aggregation language "eng".
- aggregation rights "I don't know the status of the copyright for this publication".
- aggregation title "Multivariate generalized S-estimators".
- aggregation abstract "In this paper we introduce generalized S-estimators for the multivariate regression model This class of estimators combines high robustness and high efficiency. They are defined by minimizing the determinant of a robust estimator of the scatter matrix of differences of residuals. In the special case of a multivariate location model, the generalized S-estimator has the important independence property, and can be used for high breakdown estimation in independent component analysis. Robustness properties of the estimators are investigated by deriving their breakdown point and the influence function. We also study the efficiency of the estimators, both asymptotically and at finite samples. To obtain inference for the regression parameters, we discuss the fast and robust bootstrap for multivariate generalized S-estimators. The method is illustrated on a real data example.".
- aggregation authorList BK849164.
- aggregation endPage "887".
- aggregation issue "5".
- aggregation startPage "876".
- aggregation volume "100".
- aggregation aggregates 778202.
- aggregation isDescribedBy 778193.
- aggregation similarTo j.jmva.2008.09.002.
- aggregation similarTo LU-778193.