Symmetrised M-estimators of multivariate scatter
By Seija Sirkiä, Sara Taskinen, Hannu Oja. 2007
46 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b8ad507dbcadc9c8896a0746ad3894d9e5dbbda9
How researchers see this paper
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In Artificial Intelligence
In Statistics and Probability
- Fang Han
- Klaus Nordhausen
- Han Liu
- David E. Tyler
- Jieping Ye
- Mathias Drton
- Jianqing Fan
- Robert Tibshirani
Citations in the corpus
- A cautionary note on robust covariance plug-in methods (2014, background): “Symmetrized M-estimators are discussed in Sirkiä et al. (2007), while symmetrized S-estimators are discussed in Roelant et al. (2009).”
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (2013, methodology): “…efficiency properties of ECA in low dimensions Some related methods using multivariate rank-based statistics are discussed by Tyler (1982), Tyler (1987), Taskinen, Kankainen, and Oja (2003), Oja and Randles (2004), Oja and Paindaveine (2005), Oja et al. (2006), and Sirkiä, Taskinen, and Oja (2007).”