Hostname: page-component-78c5997874-fbnjt Total loading time: 0 Render date: 2024-11-10T16:15:16.622Z Has data issue: false hasContentIssue false
  • English
  • Français

QUANTILE BASED ESTIMATION OF SCALE AND DEPENDENCE

Part of: Nonparametric inference

Published online by Cambridge University Press:  29 April 2015

GARTH TARR
GARTH TARR*
Affiliation:
School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia email garth.tarr@gmail.com
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Keywords

quantile regressionrobust scale estimationlong-range dependenceprecision matrix estimationcellwise contamination

MSC classification

Primary: 62G35: Robustness
Secondary: 62G05: Estimation
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 92 , Issue 1 , August 2015 , pp. 173 - 175
Copyright
© 2015 Australian Mathematical Publishing Association Inc. 

References

Gnanadesikan, R. and Kettenring, J. R., ‘Robust estimates, residuals, and outlier detection with multiresponse data’, Biometrics 28(1) (1972), 81–124.CrossRefGoogle Scholar
Lévy-Leduc, C., Boistard, H., Moulines, E., Taqqu, M. S. and Reisen, V. A., ‘Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes’, J. Time Series Anal. 32(2) (2011), 135–156.CrossRefGoogle Scholar
Maronna, R. A. and Zamar, R. H., ‘Robust estimates of location and dispersion for high-dimensional datasets’, Technometrics 44(4) (2002), 307–317.CrossRefGoogle Scholar
Rousseeuw, P. J. and Croux, C., ‘Alternatives to the median absolute deviation’, J. Amer. Statist. Assoc. 88(424) (1993), 1273–1283.CrossRefGoogle Scholar
Tarr, G., ‘Small sample performance of quantile regression confidence intervals’, J. Stat. Comput. Simul. 82(1) (2012), 81–94.CrossRefGoogle Scholar
Tarr, G., Müller, S. and Weber, N. C., ‘A robust scale estimator based on pairwise means’, J. Nonparametr. Stat. 24(1) (2012), 187–199.CrossRefGoogle Scholar
Tarr, G., Müller, S. and Weber, N. C., ‘Robust estimation of precision matrices under cellwise contamination’, Comput. Statist. Data Anal. (2015), to appear; doi:10.1016/j.csda.2015.02.005.Google Scholar
Tarr, G., Weber, N. C. and Müller, S., ‘The difference of symmetric quantiles under long range dependence’, Statist. Probab. Lett. 98 (2015), 144–150.CrossRefGoogle Scholar
Wu, W. B., ‘On the Bahadur representation of sample quantiles for dependent sequences’, Ann. Statist. 33(4) (2005), 1934–1963.CrossRefGoogle Scholar