k-Step shape estimators based on spatial signs and ranks
نویسندگان
چکیده
منابع مشابه
Multivariate nonparametrical methods based on spatial signs and ranks: The R package SpatialNP
Classical multivariate statistical inference methods are often based on the sample mean vector and covariance matrix. They are then optimal under the assumption of multivariate normality but loose in efficiency in the case of heavy tailed distribution. In this paper nonparametric and robust competitors based on the spatial signs and ranks are discussed and the R statistical software package to ...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2010
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.05.003