A Resistant Estimator of Multivariate Location and Dispersion

This paper presents a simple resistant estimator of multivariate location and dispersion. The DD plot is a plot of Mahalanobis distances from the classical estimator versus the distances from a resistant estimator and can be used to detect outliers and as a diagnostic for multivariate normality. The new estimator can be used in the DD plot, is easy to compute and provides insights about several useful robust algorithm techniques

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Year of publication:	2018
Authors:	Olive, David J.
Publisher:	[2018]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (17 p)
Series:	Mathematics Preprint Archive ; Vol. 2003, Issue 5, pp 617-633
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2003 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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