The DetS and DetMM estimators for multivariate location and scatter

DOI10.1016/j.csda.2014.07.013OpenAlexW2011884414MaRDI QIDQ1623726

Dina Vanpaemel, Mia Hubert, Tim Verdonck, Peter J. Rousseeuw

Publication date: 23 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2014.07.013

zbMATH Keywords

outlierscovariance matrixfast algorithmrobust estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

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Uses Software

• robustbase
• FSDA
• rrcov
• mvBACON

Cites Work

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