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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
BA - General mathematics
OECD FORD branch
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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
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