A very simple robust estimator of a dispersion matrix
type: Item
instance of: scholarly article
title: A very simple robust estimator of a dispersion matrix
zbMATH Open document ID: 0900.62274
DOI: 10.1016/0167-9473(95)00009-7
author: Anne Ruiz-Gazen
published in: Computational Statistics and Data Analysis
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 984543
zbMATH Keywords: Dispersion matrix
zbMATH Keywords: M-estimator
zbMATH Keywords: Minimum volume ellipsoid estimator
zbMATH Keywords: Outlier
zbMATH Keywords: Robust estimation
describes a project that uses: ROBETH
MaRDI profile type: Publication
full work available at URL: 0167-9473(95)00009-7
OpenAlex ID: W1995556382
cites work: Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
cites work: Robust Statistics
cites work: Redescending \(M\)-estimates of multivariate location and scatter
cites work: Robust m-estimators of multivariate location and scatter
cites work: Q3749928
cites work: Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
description: scientific article; zbMATH DE number 984543