A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (Q1867198): Difference between revisions
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scientific article
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English | A robust and efficient adaptive reweighted estimator of multivariate location and scatter. |
scientific article |
Statements
A robust and efficient adaptive reweighted estimator of multivariate location and scatter. (English)
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2 April 2003
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Efficient estimation
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High breakdown point
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Minimum covariance determinant
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(MCD)
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Outlier detection
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Robust estimation
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