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
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (136639 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 1701 times since December 21, 2009.
Return to the Home Page.