A very simple robust estimator of a dispersion matrix (Q1351858)
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scientific article; zbMATH DE number 984543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A very simple robust estimator of a dispersion matrix |
scientific article; zbMATH DE number 984543 |
Statements
A very simple robust estimator of a dispersion matrix (English)
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27 February 1997
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Dispersion matrix
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M-estimator
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Minimum volume ellipsoid estimator
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Outlier
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Robust estimation
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