ROBMV: Stata module for robust multivariate estimation of location and covariance

Jann, Ben; Verardi, Vincenzo; Vermandele, Catherine (2021). ROBMV: Stata module for robust multivariate estimation of location and covariance. [Software & Other Digital Items]

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robmv provides a number of robust multivariate estimators of location and covariance. Supported are the Huber-type M estimator, the S estimator, the MM estimatior, the Minimum Volume Ellipsoid (MVE) estimator, the Minimum Covariance Determinant (MCD) estimator, and the Stahel-Donoho estimator.

Item Type:

Software & Other Digital Items

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Publisher:

Boston College Department of Economics

Language:

English

Submitter:

Ben Jann

Date Deposited:

12 Feb 2021 15:54

Last Modified:

05 Dec 2022 15:45

Related URLs:

Additional Information:

Statistical Software Components S458895

BORIS DOI:

10.48350/151220

URI:

https://boris.unibe.ch/id/eprint/151220

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