Small sample corrections for LTS and MCD
نویسندگان
چکیده
منابع مشابه
Small Sample Corrections for LTS and MCD
The least trimmed squares estimator and the minimum covariance determinant estimator [5] are frequently used robust estimators of regression and of location and scatter. Consistency factors can be computed for both methods to make the estimators consistent at the normal model. However, for small data sets these factors do not make the estimator unbiased. Based on simulation studies we therefore...
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ژورنال
عنوان ژورنال: Metrika
سال: 2002
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s001840200191