scientific article

zbMath0609.62054MaRDI QIDQ3749928

Peter J. Rousseeuw

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian modelM-estimatorsleast squareslocationbreakdown pointrobust estimationleverage pointsaffine equivariant estimatorempirical covariance matrixcenter of the least-volume ellipsoidhigh-breakdown estimatorsoutlyingness-weighted meanrobust covariance estimatorstolerance ellipsoids

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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