INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust Plug-in Estimators in Proportional Scatter Models
Autor/es:
BOENTE, GRACIELA; ORELLANA, LILIANA
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
Elsevier
Referencias:
Lugar: Amsterdam; Año: 2004 vol. 122 p. 95 - 110
ISSN:
0378-3758
Resumen:
We address the problem of estimating the principal axes and their size in the case of several populations under the assumption of a proportional model. We propose robust estimators for the common principal axes and their size. The robust estimators are based on asymptotically normal and equivariant robust scatter estimators. The asymptotic distribution of the robust estimators including the proportionality constants are derived.