Recent Results on Robust Estimation in Multivariate Analysis

Authors

  • Ricardo A. Maronna Sem registro de afiliação

DOI:

https://doi.org/10.11606/resimeusp.v1i2/3.74583

Keywords:

robust. estimat.ion, lIIuJr.ivariatc location and seau.er.

Abstract

Classic methods in multivariate analysis require the estimat.ion of mean vectors and covariance matrices, and their results can therefore be substantially altered by a small proportion of atypical observations ( "outliers").

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Published

1994-05-01

Issue

Vol. 1 No. 2/3 (1994)

Section

Contents

License

Copyright (c) 1994 Ricardo A. Maronna

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Recent Results on Robust Estimation in Multivariate Analysis. (1994). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 1(2/3), 305-319. https://doi.org/10.11606/resimeusp.v1i2/3.74583