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Traditional masculinity and aggressive behavior: the influence of gender norms and educational attainment. [PDF]

Front Psychol
Najström M, Chamoun R, Lindqvist K.
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Multivariate τ-Estimators for Location and Scatter

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1991
Consider nonnegative functions \(\rho_ 1,\rho_ 2\) and positive constants \(b_ 1,b_ 2\). Let \(x_ 1,\dots,x_ n\) be \(p\)-dimensional observations. Denote by \(P_ n\) the corresponding empirical distribution. Let the vector \(t_ n\) and the matrix \(C_ n\) minimize \[ | C|[\sum^ n_{i=1}\rho_ 2(\{(x_ i-t)'C^{-1}(x_ i- t)\}^{1/2})]^ p \] subject to \[ n^{
Hendrik P. Lopuhaä, Hendrik P. Lopuhaa
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Measuring Systemic Risk Using Multivariate Quantile-Located ES Models

Journal of Financial Econometrics, 2021
AbstractWe examine the tail systemic risk between the global financial system and financial institutions that belong to different industry groups. Our main contribution is the development of a systemic risk measure Delta Quantile-Located Conditional Autoregressive Expected Shortfall, ΔQLMV−CoCARES. This new measure captures the extreme downside risk in
Laura Garcia-Jorcano, Lidia Sanchis-Marco   +1 more
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Multivariate Doubly Truncated Moments for a Class of Multivariate Location-Scale Mixture of Elliptical Distributions

Mathematical Methods of Statistics, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Han, Xiangyu, Yin, Chuancun
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Robustified version of Stein's multivariate location estimation

Statistics & Probability Letters, 1990
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jurečková, Jana, Saleh, A. K. Md. Ehsanes   +1 more
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Bayesian Estimation of Multivariate Location Parameters

2005
This paper presents an expository development of Bayesian estimation with substantial emphasis on exact results for the multivariate normal location models with respect to squared error loss. From the time Stein, in 1956, showed the inadmissibility of the best invariant estimator when sampling from a multivariate normal distribution in 3 or more ...
Ann Cohen Brandwein, William E. Strawderman   +1 more
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Λ Minimax Estimation of a Multivariate Location Parameter

Journal of the American Statistical Association, 1972
Abstract The search for a linear Λ-minimax estimate (see, e.g., [19]) of a multivariate location parameter (with quadratic loss) is reduced to a problem of maximizing a continuous function on a compact, convex set—a problem which can be solved numerically with little difficulty.
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Robust multivariate location estimation, admissibility, and shrinkage phenomenon

Statistics & Decisions, 2006
Estimators of multivariate location parameters are generally dominated, in finite as well as asymptotic setups, by suitable shrinkage versions, and hence are inadmissible; such shrinkage estimators may not be admissible either. This feature is shared by maximum likelihood and many robust estimators.
Jana Jurečková, P. K. Sen
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Multivariate location and scatter models

2010
In this chapter we first introduce and describe different symmetrical and asymmetrical parametric and semiparametric (linear) models which are then later used as the model assumptions in the statistical analysis. The models discussed include multivariate normal distribution N p (μ,Σ) and its different extensions including multivariate t distribution t ...
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