The MVE method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE
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The MVE method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE estimator of location with the Winsorized mean, and replacing the covariances with the Winsorized covariances described in Section 5.9.3. Discuss how this would be done and its relative merits.
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Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780123869838
3rd Edition
Authors: Rand R. Wilcox
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