Robust estimation of multivariate location and shape (Q1361645)
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scientific article; zbMATH DE number 1040390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust estimation of multivariate location and shape |
scientific article; zbMATH DE number 1040390 |
Statements
Robust estimation of multivariate location and shape (English)
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15 December 1997
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\(M\)-estimator
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minimum covariance determinant
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MCD
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minimum volume ellipsoid
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MVE
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S-estimator
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0.8708759546279907
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0.8406606912612915
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