The minimum volume ellipsoid (MVE) estimator is based on the smallest volume ellipsoid
that covers h of the n observations. It is an affine equivariant, high‐breakdown robust …

We consider the problem of estimating the mean and covariance of a distribution from iid
samples in the presence of a fraction of malicious noise. This is in contrast to much recent …

The computing times of high-breakdown point estimates of multivariate location and scatter
increase rapidly with the number of variables, which makes them impractical for high …

When applying a statistical method in practice it often occurs that some observations deviate
from the usual assumptions. However, many classical methods are sensitive to outliers. The …

Abstract The Stahel-Donoho estimators (t, V) of multivariate location and scatter are defined
as a weighted mean and a weighted covariance matrix with weights of the form w (r), where …

Robust statistical methods were developed to supplement the classical procedures when
the data violate classical assumptions. They are ideally suited to applied research across a …

A general method for exploring multivariate data by comparing different estimates of
multivariate scatter is presented. The method is based on the eigenvalue–eigenvector …

A robust affine equivariant estimator of location for multivariate data is proposed which
becomes the univariate median for data of dimension one. The estimator is robust in the …

Publisher Summary This chapter discusses positive-breakdown methods. It focusses on the
linear regression model. The goal of positive-breakdown methods is to be robust against the …

Finite sample breakdown points are obtained for two classes of projection based
multivariate location and scatter statistics: the Stahel-Donoho statistics and the Maronna …