A Subsampling Method for the Computation of Multivariate Estimators with High Breakdown Point
A Subsampling Method for the Computation of Multivariate Estimators with High Breakdown Point
AH known robust location and scale estimators with high breakdown point for multivariate samples are very expensive to compute.In practice, this computation has to be carried out using an approximate subsampling procedure.In this article we describe an altemative subsampling scheme, applicable to both the Stahel-Donoho estimator and the minimum volume …