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].

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  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.



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