7. The method for detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE

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7. The method for 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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Introduction To Robust Estimation And Hypothesis Testing

ISBN: 9780127515427

2nd Edition

Authors: Rand R. Wilcox

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Question Posted: Sep 19, 2024 04:02 PM

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7. The method for detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE

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Introduction To Robust Estimation And Hypothesis Testing

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