ROBUST ESTIMATORS IN MULTIVARIATE MODELS USING R
by MUTHUKRISHNAN.R, M.RADHA and T.KANNESWARI
Robust estimators have been extensively developed in statistics since the pioneering
work of Huber (1964) and Hampel (1968). The most popular robust alternative of the
classical multivariate location and scatter estimators are minimum volume ellipsoid
and the minimum covariance determinant estimators. In this paper multivariate location
and scatter estimate with high breakdown point can be thought of as estimating the mean
and covariance of the good part of the data. A study of these estimators providing
certain numerical illustrations by using R software is carried out.
Robust estimator –Minimum Volume Ellipsoid estimator- Minimum Covariance Determinant estimator – R Software
Das, Kishore K, firstname.lastname@example.org
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