Robust location and scatter - another proposals

Although we all know L1Median, Sn and Qn, it is worthy to read another point of view on robust estimates [1].

Share on FacebookShare on LinkedInShare on Google+Tweet about this on Twitter

References

  1. L. Dümbgen, K. Nordhausen, and H. Schuhmacher, "New algorithms for M-estimation of multivariate scatter and location", Journal of Multivariate Analysis, vol. 144, pp. 200-217, 2016. http://dx.doi.org/10.1016/j.jmva.2015.11.009

Comments

comments

Comments are closed