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Article: High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis

TitleHigh Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis
Authors
He, XFung, WK
KeywordsBreakdown point
Discriminant analysis
Outlier
Robust methods
S-estimator
Two-sample problems
Issue Date2000
PublisherAcademic 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?
AbstractWe 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 Identifierhttp://hdl.handle.net/10722/82724
ISSN
0047-259X
2021 Impact Factor: 1.387
2020 SCImago Journal Rankings: 1.283
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorHe, Xen_HK
dc.contributor.authorFung, WKen_HK
dc.date.accessioned2010-09-06T08:32:40Z-
dc.date.available2010-09-06T08:32:40Z-
dc.date.issued2000en_HK
dc.identifier.citationJournal Of Multivariate Analysis, 2000, v. 72 n. 2, p. 151-162en_HK
dc.identifier.issn0047-259Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/82724-
dc.description.abstractWe 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.languageengen_HK
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmvaen_HK
dc.relation.ispartofJournal of Multivariate Analysisen_HK
dc.subjectBreakdown pointen_HK
dc.subjectDiscriminant analysisen_HK
dc.subjectOutlieren_HK
dc.subjectRobust methodsen_HK
dc.subjectS-estimatoren_HK
dc.subjectTwo-sample problemsen_HK
dc.titleHigh Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysisen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://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+analysisen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-0011908457en_HK
dc.identifier.hkuros55958en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0011908457&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume72en_HK
dc.identifier.issue2en_HK
dc.identifier.spage151en_HK
dc.identifier.epage162en_HK
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridHe, X=7404407842en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.issnl0047-259X-

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