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High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis

Authors :
He, Xuming
Fung, Wing K
Source :
Journal of Multivariate Analysis; February 2000, Vol. 72 Issue: 2 p151-162, 12p
Publication Year :
2000

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.

Details

Language :
English
ISSN :
0047259X and 10957243
Volume :
72
Issue :
2
Database :
Supplemental Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Periodical
Accession number :
ejs773462
Full Text :
https://doi.org/10.1006/jmva.1999.1857