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Affine equivariant L-estimation of multivariate location

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10313336" target="_blank" >RIV/00216208:11320/15:10313336 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Affine equivariant L-estimation of multivariate location

  • Original language description

    In the multivariate one-sample location model, we propose a class of flexible robust, affine equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.

  • Czech name

  • Czech description

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA15-00243S" target="_blank" >GA15-00243S: Robust inference on random processes and functional data, with applications mainly in econometrics and finances</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Book/collection name

    Modern Nonparametric, Robust and Multivariate Methods

  • ISBN

    978-3-319-22403-9

  • Number of pages of the result

    17

  • Pages from-to

    307-323

  • Number of pages of the book

    506

  • Publisher name

    Springer

  • Place of publication

    Neuveden

  • UT code for WoS chapter