Baba, Ishaq A.; Midi, Habshah; June, Leong W.; Gafurjan … - In: Decision analytics journal 10 (2024), pp. 1-11
consistent and high breakdown point (RFCH) estimator is an outlier-resistant estimator of multivariate location and dispersion … RFCH cannot be applied when the dimension exceeds the sample size. We propose a modified reweighted fast consistent and … high breakdown point (MRFCH) estimator to make it applicable to high-dimensional settings. The basic idea of our proposed …