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Robust estimation of the conditional median function at elliptical models

par Croux, Christophe ;Dehon, Catherine ;Rousseeuw, Peter;Van Aelst, Stefan
Référence Statistics & Probability Letters, 51, 4, page (361-368)
Publication Publié, 2001

Article révisé par les pairs

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Résumé :

In this note we study the problem of estimating the parameters of the conditional median function at elliptical models. For this we use positive-breakdown estimators of multivariate location and scatter, and obtain influence functions and asymptotic variances of the resulting slope and intercept. We also consider a technique to gain efficiency by artificially increasing the dimension.