The Distribution of Robust Distances
نویسندگان
چکیده
منابع مشابه
The Distribution of Robust Distances
Mahalanobis-type distances in which the shape matrix is derived from a consistent, high-breakdown robust multivariate location and scale estimator have an asymptotic chisquared distribution as is the case with those derived from the ordinary covariance matrix. For example, Rousseeuw’s minimum covariance determinant (MCD) is a robust estimator with a high breakdown. However, even in quite large ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2005
ISSN: 1061-8600,1537-2715
DOI: 10.1198/106186005x77685