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41
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SAC
2002
ACM
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Applied Computing
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SAC 2002
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Location adjustment for the minimum volume ellipsoid estimator
13 years 11 months ago
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www.econ.kuleuven.be
Estimating multivariate location and scatter with both affine equivariance and positive breakdown has always been difficult. A well-known estimator which satisfies both properties...
Christophe Croux, Gentiane Haesbroeck, Peter J. Ro...
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