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A Resistant Estimator Of Multivariate Location And Dispersion, David J. Olive

Articles and Preprints

This paper presents a simple resistant estimator of multivariate location and dispersion. The DD plot is a plot of Mahalanobis distances from the classical estimator versus the distances from a resistant estimator and can be used to detect outliers and as a diagnostic for multivariate normality. The new estimator can be used in the DD plot, is easy to compute and provides insights about several useful robust algorithm techniques.