An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
نویسندگان
چکیده
منابع مشابه
A resistant estimator of multivariate location and dispersion
This paper presents a simple resistant estimator of multivariate location and dispersion. The DD plot is a plot of Mahalanobis distances from the classical estimator versus the distances from a resistant estimator and can be used to detect outliers and as a diagnostic for multivariate normality. The new estimator can be used in the DD plot, is easy to compute and provides insights about several...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1992
ISSN: 0047-259X
DOI: 10.1016/0047-259x(92)90028-e