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Robust Methods for Multivariate Linear Models with Spectral Models for Scatter Matrices: Author: Hyde, Scott Kohler; Date: 2004-08-15; Program: Statistics; Abstract: The main goal of this dissertation is to present extensions to the robust estimation of multivariate location and scatter. These extensions include the estimation of structured scatter matrices embedded in a multivariate fixed effects model. Two different kinds of robust estimators are investigated. The first is based on Maronna's M-estimators of multivariate location and scatter (Maronna 1976). The second is a multivariate extension of the S-estimators introduced by Rousseeuw and Yohai (1984). In addition, asymptotic distributions of the estimators are derived from an estimating function appr...; Download File | View full details