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The method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE estimator

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The method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE estimator with the Winsorized mean and covariance matrix. Discuss how this would be done and its relative merits.

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Aqib Parvej
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Introduction To Robust Estimation And Hypothesis Testing

Introduction To Robust Estimation And Hypothesis Testing

ISBN: 9780123869838

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Authors: Rand R. Wilcox

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