Robust covariance estimates based on res
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Arnold J. Stromberg
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Article
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1997
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Elsevier Science
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English
โ 667 KB
Many asymptotic covariance estimates are generated using uncontaminated model distributions and thus are often based in part on the information matrix. Such covarianee estimators have a low breakdown point (Donoho and Huber, 1983;Huber, 1981; Hampel et al., 1986, p. 98;Lopuhaa and Rousseeuw, 1991),