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

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7. 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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Introduction To Robust Estimation And Hypothesis Testing

ISBN: 9780127515427

2nd Edition

Authors: Rand R. Wilcox

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Question Posted: Aug 31, 2024 05:02 AM

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7. The method of 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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