Abstract
New deterministic robust estimators of multivariate location and scatter are presented. They combine ideas from the deterministic DetMCD estimator with steps from the subsampling-based FastS and FastMM algorithms. The new DetS and DetMM estimators perform similarly to FastS and FastMM on low-dimensional data, whereas in high dimensions they are more robust. Their computation time is much lower than FastS and FastMM, which allows to compute the estimators for a range of breakdown values. Moreover, they are permutation invariant and very close to affine equivariant.
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