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Robust estimation of multivariate location and shape - MaRDI portal

Robust estimation of multivariate location and shape (Q1361645)

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scientific article; zbMATH DE number 1040390
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English
Robust estimation of multivariate location and shape
scientific article; zbMATH DE number 1040390

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    Robust estimation of multivariate location and shape (English)
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    15 December 1997
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    \(M\)-estimator
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    minimum covariance determinant
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    MCD
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    minimum volume ellipsoid
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    MVE
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    S-estimator
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