Iterative Ellipsoidal Trimming.
Abstract
The iterative ellipsoidal trimming algorithm is introduced as both a clustering method and an estimator of location and shape. Its power as a data analytic tool is investigated and the asymptotic distribution of its stationary point is derived. In addition, several scale estimators are proposed and studied. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 11, 1980
- Accession Number
- ADA082238
Entities
People
- Laurence S. Gillick
Organizations
- Massachusetts Institute of Technology