The minimum covariance determinant (MCD) estimator is ubiquitous in multivariate analysis, the critical step of which is to select a subset of a given size with the lowest sample covariance determinan
The minimum covariance determinant (MCD) estimator is ubiquitous in multivariate analysis, the critical step of which is to select a subset of a given size with the lowest sample covariance determinan
We develop a robust estimator—the hyperbolic tangent (tanh) estimator—for over dispersed multinomial regression models of count data. The tanh estimator provides accurate estimates and reliable infere
