A note on Tyler's modification of the MAD for the Stahel-Donoho estimator (Q1374224)

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A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
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    A note on Tyler's modification of the MAD for the Stahel-Donoho estimator (English)
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    2 December 1997
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    multivariate location and scatter
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    minimum absolute deviation
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    modification of the MAD
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    Stahel-Donoho estimator
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    breakdown point
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