On invariant coordinate system (ICS) functionals

P Ilmonen, H Oja, R Serfling - International Statistical Review, 2012 - Wiley Online Library
Equivariance and invariance issues often arise in multivariate statistical analysis. Statistical
procedures have to be modified sometimes to obtain an affine equivariant or invariant …

Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix

K Yu, X Dang, Y Chen - Communications in Statistics-Theory and …, 2015 - Taylor & Francis
Visuri et al. proposed a technique for robust covariance matrix estimation based on different
notions of multivariate sign and rank. Among them, the spatial rank based covariance matrix …

[PDF][PDF] On strong invariant coordinate system (SICS) functionals

R Serfling - 2009 - Citeseer
In modern multivariate statistical analysis, affine invariance or equivariance for statistical
procedures are properties of paramount interest and importance. A statistical procedure …

[图书][B] Affine invariant, robust and computationally easy multivariate outlier identification and related methods

S Mazumber - 2010 - search.proquest.com
This dissertation develops new outlyingness functions, and related methods, that at once are
affine invariant, robust, and computationally efficient. The first part develops new results for …

Contributions to Robust Methods: Modified Rank Covariance Matrix and Spatial-EM Algorithm

K Yu - 2012 - egrove.olemiss.edu
Classical multivariate statistical inference methods including multivariate analysis of
variance, principal component analysis, factor analysis, canonical correlation analysis are …

[PDF][PDF] Invariance and Equivariance: Benefits, Costs, and Methods

R Serfling - 2011 - Citeseer
►“Two estimators of a parameter which agree for given data in one coordinate system
should continue to agree after transformation to another coordinate system.”►“A test …