Applications of a Robust Dispersion Estimator
Robust estimators for multivariate location and dispersion should be ãn consistent and highly outlier resistant, but estimators that have been shown to have these properties are impractical to compute. The RMVN estimator is an easily computed outlier resistant robust ãn consistent estimator of multi...
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| Format: | Others |
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OpenSIUC
2011
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| Online Access: | https://opensiuc.lib.siu.edu/theses/776 https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1783&context=theses |