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Robustness and efficiency properties of scatter matrices
David E. Tyler
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peer-review
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Mathematics
Scatter
Covariance matrix
Robustness
M-estimates
Affine Invariant
Likelihood Ratio Test
Scalar
Sufficient
Alternatives
Invariant
Class
Business & Economics
Robustness
Covariance Matrix
Matrix
Likelihood Ratio Test
Inference
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Engineering & Materials Science
Covariance matrix
Medicine & Life Sciences
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