INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Influence functions for robust estimators under proportional scatter matrices
Autor/es:
BOENTE, GRACIELA; CRITCHLEY, FRANK; ORELLANA, LILIANA
Revista:
Statistical Methods and Applications
Editorial:
Springer
Referencias:
Año: 2007 vol. 15 p. 295 - 327
ISSN:
1618-2510
Resumen:
In this paper, under a proportional model, two families of robust estimates for the proportionality constants, the common principal axes and their size are discussed. The first approach is obtained by plugging robust scatter matrices on the maximum likelihood equations for normal data. A projection--pursuit and a modified projection-pursuit approach, adapted to the proportional setting, are also considered. For all families of estimates, partial influence functions are obtained and asymptotic variances are derived from them. The performance of the estimates is compared through a Monte Carlo study.