Robust estimation of multivariate location and shape

DOI10.1016/S0378-3758(96)00047-XzbMath0900.62281OpenAlexW2086814959MaRDI QIDQ1361645

David L. Woodruff, David M. Rocke

Publication date: 15 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00047-x

zbMATH Keywords

\(M\)-estimatorMCDMVEminimum covariance determinantminimum volume ellipsoidS-estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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