Bias-robust estimators of multivariate scatter based on projections (Q1261307)

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Bias-robust estimators of multivariate scatter based on projections
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    Bias-robust estimators of multivariate scatter based on projections (English)
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    1 September 1993
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    bias-robust estimators
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    high breakdown point estimation
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    covariance matrix
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    minimum volume ellipsoid estimator
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    equivariant estimation
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    spherical symmetry
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    scatter matrix
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    transformation matrix
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    spherical
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    new class of projection estimators
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    spread of univariate projections
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    robust scale functional
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    bias
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    condition numbers
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    asymptotics
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    simulations of finite samples
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    median absolute deviation
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    algorithm
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