A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
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Publication:1374224
DOI10.1214/aos/1069362384zbMath0881.62033OpenAlexW2006135473MaRDI QIDQ1374224
Publication date: 2 December 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362384
breakdown pointmultivariate location and scatterStahel-Donoho estimatorminimum absolute deviationmodification of the MAD
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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