A robust and efficient adaptive reweighted estimator of multivariate location and scatter.

DOI10.1016/S0047-259X(02)00018-0zbMath1038.62051WikidataQ58194159 ScholiaQ58194159MaRDI QIDQ1867198

Daniel Gervini

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

High breakdown pointOutlier detectionRobust estimationEfficient estimationMinimum covariance determinant(MCD)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (9)

Robust-efficient fitting of mixed linear models: methodology and theory ⋮ Enhancing multivariate control charts for individual observations using ROC estimates ⋮ Unnamed Item ⋮ Trimming and likelihood: Robust location and dispersion estimation in the elliptical model ⋮ Robust adaptive estimators for binary regression models ⋮ Separating a mixture of two normals with proportional covariances ⋮ AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS ⋮ Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix ⋮ The influence function of the Stahel--Donoho estimator of multivariate location and scatter.

Cites Work

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