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Multivariate Location and Scatter
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Tilburg University, Center for Economic Research
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On the Optimality of Multivariate S-Estimators
Croux, C.
;
Dehon, C.
;
Yadine, A.
-
Tilburg University, Center for Economic Research
-
2010
a maxi- mum breakdown S-estimator of
location
and
scatter
can get arbitrarily close to 100%, by an appropriate selection …
Persistent link: https://www.econbiz.de/10011090479
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