A resistant estimator of multivariate location and dispersion

DOI10.1016/S0167-9473(03)00119-1zbMath1429.62189MaRDI QIDQ956901

David J. Olive

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

minimum covariance determinant estimator; DD plot

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• covRobust