摘要: This algorithm yields joint robust estimates of the location vector and the variance-covariance matrix for samples from the multivariate normal distribution. The degree of robustness depends on a single filtering parameter, c, set... 展开 This algorithm yields joint robust estimates of the location vector and the variance-covariance matrix for samples from the multivariate normal distribution. The degree of robustness depends on a single filtering parameter, c, set by the user. The algorithm provides, for each observation, an internally determined weight which may be used to identify potential outliers. 收起