Enhancing minimum vector variance estimators using reweighted scheme
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Recommendations
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
- Asymptotics of reweighted estimators of multivariate location and scatter
- The minimum weighted covariance determinant estimator revisited
- Robust and efficient estimation of multivariate scatter and location
- On robust Mahalanobis distance issued from minimum vector variance
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