Robust estimation of multivariate scatter in non-affine equivariant scenarios
We consider the problem of robust estimation of the scatter matrix of an elliptical distribution when observed data are corrupted in a cell-wise manner. The first half of the thesis develops a framework for dealing with data subjected to independent cell-wise contamination. Each data cell (as oppose...
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| Language: | English |
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University of British Columbia
2010
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| Online Access: | http://hdl.handle.net/2429/19462 |