Matches in SemOpenAlex for { <https://semopenalex.org/work/W2991366539> ?p ?o ?g. }
- W2991366539 endingPage "104569" @default.
- W2991366539 startingPage "104569" @default.
- W2991366539 abstract "We extend the theory of M-estimation to incomplete and dependent multivariate data. ML-estimation can still be considered a special case of M-estimation in this context. We notice that the unobserved data must be missing completely at random but not only missing at random, which is a typical assumption of ML-estimation, to guarantee the consistency of an M-estimator. Further, we show that the weight functions for scatter must satisfy a critical scaling condition, which is implicitly fulfilled both by the Gaussian and by Tyler’s weight function. We generalize this principal result by introducing the class of power weight functions, which contains the two aforementioned weight functions as limiting cases. A simulation study confirms our theoretical findings. If the data are heavy tailed or contaminated, the M-estimators turn out to be favorable compared to the ML-estimators that are based on the normal-distribution assumption." @default.
- W2991366539 created "2019-12-05" @default.
- W2991366539 creator A5002792217 @default.
- W2991366539 creator A5020994740 @default.
- W2991366539 creator A5073367627 @default.
- W2991366539 date "2020-03-01" @default.
- W2991366539 modified "2023-09-23" @default.
- W2991366539 title "M-estimation with incomplete and dependent multivariate data" @default.
- W2991366539 cites W1483897375 @default.
- W2991366539 cites W1948911708 @default.
- W2991366539 cites W1965518343 @default.
- W2991366539 cites W1967070110 @default.
- W2991366539 cites W1972527975 @default.
- W2991366539 cites W1976467386 @default.
- W2991366539 cites W1977020685 @default.
- W2991366539 cites W1979573625 @default.
- W2991366539 cites W2008418230 @default.
- W2991366539 cites W2016130389 @default.
- W2991366539 cites W2021553162 @default.
- W2991366539 cites W2026239436 @default.
- W2991366539 cites W2028915711 @default.
- W2991366539 cites W2028995298 @default.
- W2991366539 cites W2031398712 @default.
- W2991366539 cites W2034809883 @default.
- W2991366539 cites W2040426136 @default.
- W2991366539 cites W2042399815 @default.
- W2991366539 cites W2044192590 @default.
- W2991366539 cites W2044915205 @default.
- W2991366539 cites W2051384456 @default.
- W2991366539 cites W2053295697 @default.
- W2991366539 cites W2056079846 @default.
- W2991366539 cites W2058989825 @default.
- W2991366539 cites W2062052013 @default.
- W2991366539 cites W2069804938 @default.
- W2991366539 cites W2078965693 @default.
- W2991366539 cites W2079549909 @default.
- W2991366539 cites W2080640988 @default.
- W2991366539 cites W2081522876 @default.
- W2991366539 cites W2083353499 @default.
- W2991366539 cites W2093496247 @default.
- W2991366539 cites W2096849238 @default.
- W2991366539 cites W2099932292 @default.
- W2991366539 cites W2100967164 @default.
- W2991366539 cites W2118795000 @default.
- W2991366539 cites W2136185920 @default.
- W2991366539 cites W2158685529 @default.
- W2991366539 cites W2165418121 @default.
- W2991366539 cites W2177061468 @default.
- W2991366539 cites W2962882770 @default.
- W2991366539 doi "https://doi.org/10.1016/j.jmva.2019.104569" @default.
- W2991366539 hasPublicationYear "2020" @default.
- W2991366539 type Work @default.
- W2991366539 sameAs 2991366539 @default.
- W2991366539 citedByCount "3" @default.
- W2991366539 countsByYear W29913665392020 @default.
- W2991366539 countsByYear W29913665392022 @default.
- W2991366539 crossrefType "journal-article" @default.
- W2991366539 hasAuthorship W2991366539A5002792217 @default.
- W2991366539 hasAuthorship W2991366539A5020994740 @default.
- W2991366539 hasAuthorship W2991366539A5073367627 @default.
- W2991366539 hasConcept C105795698 @default.
- W2991366539 hasConcept C121332964 @default.
- W2991366539 hasConcept C134466208 @default.
- W2991366539 hasConcept C149782125 @default.
- W2991366539 hasConcept C151730666 @default.
- W2991366539 hasConcept C161584116 @default.
- W2991366539 hasConcept C162324750 @default.
- W2991366539 hasConcept C163716315 @default.
- W2991366539 hasConcept C177384507 @default.
- W2991366539 hasConcept C185429906 @default.
- W2991366539 hasConcept C187736073 @default.
- W2991366539 hasConcept C2524010 @default.
- W2991366539 hasConcept C2776436953 @default.
- W2991366539 hasConcept C2779343474 @default.
- W2991366539 hasConcept C28826006 @default.
- W2991366539 hasConcept C33923547 @default.
- W2991366539 hasConcept C62520636 @default.
- W2991366539 hasConcept C65778772 @default.
- W2991366539 hasConcept C86803240 @default.
- W2991366539 hasConcept C9357733 @default.
- W2991366539 hasConcept C96250715 @default.
- W2991366539 hasConceptScore W2991366539C105795698 @default.
- W2991366539 hasConceptScore W2991366539C121332964 @default.
- W2991366539 hasConceptScore W2991366539C134466208 @default.
- W2991366539 hasConceptScore W2991366539C149782125 @default.
- W2991366539 hasConceptScore W2991366539C151730666 @default.
- W2991366539 hasConceptScore W2991366539C161584116 @default.
- W2991366539 hasConceptScore W2991366539C162324750 @default.
- W2991366539 hasConceptScore W2991366539C163716315 @default.
- W2991366539 hasConceptScore W2991366539C177384507 @default.
- W2991366539 hasConceptScore W2991366539C185429906 @default.
- W2991366539 hasConceptScore W2991366539C187736073 @default.
- W2991366539 hasConceptScore W2991366539C2524010 @default.
- W2991366539 hasConceptScore W2991366539C2776436953 @default.
- W2991366539 hasConceptScore W2991366539C2779343474 @default.
- W2991366539 hasConceptScore W2991366539C28826006 @default.
- W2991366539 hasConceptScore W2991366539C33923547 @default.
- W2991366539 hasConceptScore W2991366539C62520636 @default.