Time-Efficient Algorithms for Two Highly Robust Estimators of Scale

Christophe Croux and Peter J. Rousseeuw (1992)

Abstract

In this paper we present deterministic algorithms of time O(n log n) and space O(n) for two robust scale estimators with maximal breakdown point. The actual source codes are included, and execution times are compared.


Papers 1992 - Abstract - Program Sn - Program Qn - Paper

Antwerp Group on Robust & Applied Statistics
Department of Mathematics and Computer Sciences
University of Antwerp (UA)
Middelheimlaan 1, B-2020 Antwerpen, Belgium
agoras@mail.win.ua.ac.be
http://www.agoras.ua.ac.be/