MPC Member Publications

This database contains a listing of population studies publications written by MPC Members. Anyone can add a publication by an MPC student, faculty, or staff member to this database; new citations will be reviewed and approved by MPC administrators.

Full Citation

Title: On Weighted Multivariate Sign Functions

Citation Type: Journal Article

Publication Year: 2019

Abstract: Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while significantly improving efficiency in estimation and inference compared to unweighted multivariate sign-based methods. Using weighted signs, we demonstrate methods of robust location estimation and robust principal component analysis. We extend the scope of using robust multivariate methods to include robust sufficient dimension reduction and functional outlier detection. Several numerical studies and real data applications demonstrate the efficacy of the proposed methodology.

Url: http://arxiv.org/abs/1905.02700

User Submitted?: No

Authors: Majumdar, Subhabrata; Chatterjee, Snigdhansu

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IPUMS NHGIS NAPP IHIS ATUS Terrapop