The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356)
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English | The influence function of the Stahel--Donoho estimator of multivariate location and scatter. |
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The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (English)
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7 May 2003
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Asymptotic relative efficiency
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Gross-error sensitivity
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Local robustness
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Reweighted estimators
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