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Influence function and efficiency of the minimum covariance determinant scatter matrix estimator - MaRDI portal

Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078)

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scientific article; zbMATH DE number 1415698
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Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
scientific article; zbMATH DE number 1415698

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    Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (English)
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    16 March 2000
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    minimum covariance determinant estimator
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    robust estimation
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    scatter matrix
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    influence function
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