The maximum bias of robust covariances (Q3978082)
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scientific article; zbMATH DE number 13703
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| English | The maximum bias of robust covariances |
scientific article; zbMATH DE number 13703 |
Statements
The maximum bias of robust covariances (English)
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25 June 1992
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robust covariance
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high breakdown point estimators
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maximum asymptotic bias
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robust estimates of the dispersion matrix
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contamination model
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spherical distribution
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quantile
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minimum volume ellipsoid estimator
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M- estimators
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Tyler estimate
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0.8545600175857544
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0.8328961730003357
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0.8287403583526611
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