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Article: High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
Title | High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis |
---|---|
Authors | |
Keywords | Breakdown point Discriminant analysis Outlier Robust methods S-estimator Two-sample problems |
Issue Date | 2000 |
Publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva |
Citation | Journal Of Multivariate Analysis, 2000, v. 72 n. 2, p. 151-162 How to Cite? |
Abstract | We consider S-estimators of multivariate location and common dispersion matrix in multiple populations. Instead of averaging the robust estimates of the individual covariance matrices, as used by Todorov, Neykov and Neytchev (1990), the observations are pooled for estimating the common covariance more efficiently. Two such proposals are evaluated by a breakdown point analysis and Monte Carlo simulations. Their applications to the discriminant analysis are also considered. © 2000 Academic Press. |
Persistent Identifier | http://hdl.handle.net/10722/82724 |
ISSN | 2023 Impact Factor: 1.4 2023 SCImago Journal Rankings: 0.837 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | He, X | en_HK |
dc.contributor.author | Fung, WK | en_HK |
dc.date.accessioned | 2010-09-06T08:32:40Z | - |
dc.date.available | 2010-09-06T08:32:40Z | - |
dc.date.issued | 2000 | en_HK |
dc.identifier.citation | Journal Of Multivariate Analysis, 2000, v. 72 n. 2, p. 151-162 | en_HK |
dc.identifier.issn | 0047-259X | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82724 | - |
dc.description.abstract | We consider S-estimators of multivariate location and common dispersion matrix in multiple populations. Instead of averaging the robust estimates of the individual covariance matrices, as used by Todorov, Neykov and Neytchev (1990), the observations are pooled for estimating the common covariance more efficiently. Two such proposals are evaluated by a breakdown point analysis and Monte Carlo simulations. Their applications to the discriminant analysis are also considered. © 2000 Academic Press. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Academic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva | en_HK |
dc.relation.ispartof | Journal of Multivariate Analysis | en_HK |
dc.subject | Breakdown point | en_HK |
dc.subject | Discriminant analysis | en_HK |
dc.subject | Outlier | en_HK |
dc.subject | Robust methods | en_HK |
dc.subject | S-estimator | en_HK |
dc.subject | Two-sample problems | en_HK |
dc.title | High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0047-259X&volume=72&spage=151&epage=162&date=2000&atitle=High+breakdown+estimation+for+multiple+populations+with+applications+to+discriminant+analysis | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-0011908457 | en_HK |
dc.identifier.hkuros | 55958 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0011908457&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 72 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 151 | en_HK |
dc.identifier.epage | 162 | en_HK |
dc.identifier.isi | WOS:000085454000001 | - |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | He, X=7404407842 | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.issnl | 0047-259X | - |