The Behavior of the Stahel-Donoho Robust Multivariate Estimator (Q4836996)
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scientific article; zbMATH DE number 766680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Behavior of the Stahel-Donoho Robust Multivariate Estimator |
scientific article; zbMATH DE number 766680 |
Statements
14 September 1995
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bias robustness
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projection methods
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Stahel-Donoho estimators
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multivariate location and scatter
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weighted mean
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weighted covariance matrix
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high breakdown point
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consistency
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asymptotic bias
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point mass contamination
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minimum volume ellipsoid estimator
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simulation
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normal
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Cauchy distributions
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detecting outliers
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The Behavior of the Stahel-Donoho Robust Multivariate Estimator (English)
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