A modified reweighted fast consistent and high-breakdown estimator for high-dimensional datasets

• Main Authors: A. Baba, Ishaq, Midi, Habshah, June, Leong W., Ibragimov, Gafurjan
• Format: Article
• Language: English
• Published: Elsevier 2024
• Online Access: http://psasir.upm.edu.my/id/eprint/112070/1/1-s2.0-S2772662224000286-main.pdf; http://psasir.upm.edu.my/id/eprint/112070/; https://www.sciencedirect.com/science/article/pii/S2772662224000286?via%3Dihub
• Institution: Universiti Putra Malaysia

Outlier detection and classification algorithms play a critical role in statistical analysis. The reweighted fast consistent and high breakdown point (RFCH) estimator is an outlier-resistant estimator of multivariate location and dispersion. Still, some difficulties hamper the application of the RFC...