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On the estimation of a covariance matrix in designing Parzen classifiers

✍ Scribed by Yoshihiko Hamamoto; Yasushi Fujimoto; Shingo Tomita


Book ID
107840493
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
508 KB
Volume
29
Category
Article
ISSN
0031-3203

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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