[S] cov.mve

patrik ohagen (ohagen@sprcore.bidmc.harvard.edu)
Wed, 10 Jun 1998 10:27:30 -0400 (EDT)

Dear S-PLUSers,

I am running different simulations on a win95 machine (using v4.5) to
compare different robust estimators of shape.

Dr Rousseeuw suggests a small sample correction term for the MVE estimator
in a 1990 JASA paper (Unmasking Multivariate Outliers and Leverage

Is this (or some other) small sample correction term included in the
S-PLUS code for the MVE estimator ?

Cheers, Patrik

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