Robust Multivariate Tolerance Regions: Influence Function and Monte Carlo Study

Graciela Boente, Andrés Farall
2008 Technometrics  
We define a class of multivariate tolerance regions which turn out to be more resistant than the classical ones to outliers. More precisely, let t n = t n (x 1 , . . . , x n ) and V n = V n (x 1 , . . . , x n ) be robust location and scatter estimates. Define the region
doi:10.1198/004017008000000398 fatcat:ye6vtpyy3zchxck6yfnq7vm42y