Bias-robust estimators of multivariate scatter based on projections (Q1261307)
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scientific article; zbMATH DE number 404630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-robust estimators of multivariate scatter based on projections |
scientific article; zbMATH DE number 404630 |
Statements
Bias-robust estimators of multivariate scatter based on projections (English)
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1 September 1993
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bias-robust estimators
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high breakdown point estimation
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covariance matrix
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minimum volume ellipsoid estimator
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equivariant estimation
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spherical symmetry
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scatter matrix
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transformation matrix
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spherical
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new class of projection estimators
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spread of univariate projections
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robust scale functional
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bias
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condition numbers
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asymptotics
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simulations of finite samples
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median absolute deviation
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algorithm
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0.88930297
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0.8855278
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0.8775742
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0.87616307
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