Corpus ID: 146808016

On Weighted Multivariate Sign Functions

@article{Majumdar2019OnWM,
  title={On Weighted Multivariate Sign Functions},
  author={S. Majumdar and Snigdhansu Chatterjee},
  journal={arXiv: Methodology},
  year={2019}
}
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… Expand
A Nonparametric High-Dimensional Mean-Vector Test Method Based On Marginal Sign
  • Yifan Zhang
  • Computer Science
  • 2019 4th IEEE International Conference on Cybernetics (Cybconf)
  • 2019

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