A resistant estimator of multivariate location and dispersion
نویسنده
چکیده
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 useful robust algorithm techniques.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 46 شماره
صفحات -
تاریخ انتشار 2004