A very simple robust estimator of a dispersion matrix

DOI10.1016/0167-9473(95)00009-7zbMath0900.62274OpenAlexW1995556382MaRDI QIDQ1351858

Anne Ruiz-Gazen

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00009-7

zbMATH Keywords

OutlierM-estimatorDispersion matrixRobust estimationMinimum volume ellipsoid estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Fault Detection and Isolation with Robust Principal Component Analysis

Uses Software

• ROBETH

Cites Work

• Unnamed Item
• Redescending \(M\)-estimates of multivariate location and scatter
• Robust m-estimators of multivariate location and scatter
• Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Robust Statistics

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