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
Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
β Scribed by Cerioli, Andrea; Farcomeni, Alessio; Riani, Marco
- Book ID
- 122549174
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 523 KB
- Volume
- 126
- Category
- Article
- ISSN
- 0047-259X
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