Affine Equivariant Rank-Weighted 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%2F46747885%3A24510%2F15%3A%230001304" target="_blank" >RIV/46747885:24510/15:#0001304 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/chapter/10.1007/978-3-319-22404-6_18" target="_blank" >http://link.springer.com/chapter/10.1007/978-3-319-22404-6_18</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-22404-6_18" target="_blank" >10.1007/978-3-319-22404-6_18</a>
Alternative languages
Result language
angličtina
Original language name
Affine Equivariant Rank-Weighted L-Estimation of Multivariate Location
Original language description
In the multivariate one-sample location model, only L-estimators are affine equivariant; 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
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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
9783319224039
Number of pages of the result
17
Pages from-to
307-323
Number of pages of the book
506
Publisher name
Springer International Publishing
Place of publication
Cham
UT code for WoS chapter
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