An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (Q1185838)
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scientific article; zbMATH DE number 35888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator |
scientific article; zbMATH DE number 35888 |
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An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator (English)
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28 June 1992
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affine invariant metrics
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location parameters
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dispersion parameters
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Fréchet differentiability
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breakdown point
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\(k\)-step \(M\)-estimators
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minimum volume ellipsoid estimator
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two-step \(M\)-estimator
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smooth \(S\)- estimators
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