A Deterministic Algorithm for Robust Location and Scatter
β Scribed by Hubert, Mia; Rousseeuw, Peter J.; Verdonck, Tim
- Book ID
- 118053785
- Publisher
- American Statistical Association
- Year
- 2012
- Tongue
- English
- Weight
- 746 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1061-8600
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible
Using ideas and techniques from related disciplines frequently proves productive and often yields new insights and methods. In this paper, a method from experimental design is applied to the robust estimation of multivariate location and scatter. In particular, the procedure of determining discrete