The efficiency of reweighted minimum vector variance
Minimum vector variance (MVV) is a new robust estimator which possesses the good properties as in minimum covariance determinant (MCD), but with better computational efficiency.However, the highly robust affine equivariant estimators with the best breakdown point commonly have to compensate with low...
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Main Authors: | Ali, Hazlina, Syed Yahaya, Sharipah Soaad, Omar, Zurni |
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Format: | Conference or Workshop Item |
Published: |
2014
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Subjects: | |
Online Access: | http://repo.uum.edu.my/16534/ http://doi.org/10.1063/1.4882629 |
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