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Breakdown 1 Covariance 1 Cross-spectrum matrix 1 Electroencephalogram recording 1 Genetic algorithm 1 Minimum covariance determinant 1 Minimum information loss determinant estimate 1 Spectrum 1 Trimmed minimum information loss estimate 1
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Lind, John C. 1 Wiens, Douglas P. 1 Yohai, Victor J. 1
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Computational Statistics & Data Analysis 1
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Robust minimum information loss estimation
Lind, John C.; Wiens, Douglas P.; Yohai, Victor J. - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 98-112
Two robust estimators of a matrix-valued location parameter are introduced and discussed. Each is the average of the members of a subsample–typically of covariance or cross-spectrum matrices–with the subsample chosen to minimize a function of its average. In one case this function is the...
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