On the Stahel-Donoho estimator and depth-weighted means of multivariate data
نویسندگان
چکیده
منابع مشابه
On the Stahel-Donoho Estimator and Depth-weighted Means of Multivariate Data
Depth of multivariate data can be used to construct weighted means as robust estimators of location. The use of projection depth leads to the Stahel-Donoho estimator as a special case. In contrast to maximal depth estimators, the depth-weighted means are shown to be asymptotically normal under appropriate conditions met by depth functions commonly used in the current literature. We also confirm...
متن کاملOn the Stahel–donoho Estimator and Depth-weighted Means of Multivariate Data By
The depth of multivariate data can be used to construct weighted means as robust estimators of location. The use of projection depth leads to the Stahel–Donoho estimator as a special case. In contrast to maximal depth estimators, the depth-weighted means are shown to be asymptotically normal under appropriate conditions met by depth functions commonly used in the current literature. We also con...
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The idea of data depth provides a new and promising methodology for multivariate nonparametric analysis. Nevertheless, the computation of data depth and the depth function has remained as a very challenging problem which has hindered the methodology from becoming more prevailing in practice. The same is true for the powerful Stahel–Donoho (S–D) estimator. Here, we present an exact algorithm for...
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We discuss two recently proposed adaptations of the well-known StahelDonoho estimator of multivariate location and scatter for high-dimensional data. The first adaptation adjusts the calculation of the outlyingness of the observations while the second adaptation allows to give separate weights to each of the components of an observation. Both adaptations address the possibility that in higher d...
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مطالعه حاضر تلاشی است برای بررسی تأثیرات به کارگیری فرهنگ لغات ، یکی از مهمترین ابزارهای یادگیری واژگان درفراگیری زبان خارجی، بر روی دانش لغوی. دراین تحقیق فرهنگ های الکترونیکی در قیاس با فرهنگ های چاپی مورد بررسی قرارگرفته اند که آیا این فرهنگ ها تاثیرقابل توجهی بر روی دوبعد کمی و کیفی دانش لغوی یعنی عمق و گستره لغات می گذارند. همچنین مشخص گردیده است که آیا تفاوت قابل ملاحظه ای میان عمق و گستر...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/aos/1079120132