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A very simple robust estimator of a dispersion matrix

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  • Ruiz-Gazen, Anne

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  • Ruiz-Gazen, Anne, 1996. "A very simple robust estimator of a dispersion matrix," Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 149-162, February.
    • Handle: RePEc:eee:csdana:v:21:y:1996:i:2:p:149-162
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    References listed on IDEAS

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    1. N. A. Campbell, 1980. "Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 231-237, November.
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