An S-estimator of multivariate location and scale minimizes the determinant of the covariance matrix, subject to a constraint on the magnitudes of the corresponding Mahalanobis distances. The relationship between S-estimators and w-estimators of multivariate location and scale can be used to calcula
โฆ LIBER โฆ
A very simple robust estimator of a dispersion matrix
โ Scribed by Anne Ruiz-Gazen
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 781 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
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