{"title":"Robust statistics in shape fitting","authors":"Andrew Stein, M. Werman","doi":"10.1109/CVPR.1992.223138","DOIUrl":null,"url":null,"abstract":"The concept of robustness in statistics is examined. Starting from the concepts of the breakdown point and equivariance properties of an estimator, the desired equivariance properties for shape fitting are defined, and high breakdown point methods with these properties are found.<<ETX>>","PeriodicalId":325476,"journal":{"name":"Proceedings 1992 IEEE Computer Society Conference on Computer Vision and Pattern Recognition","volume":"29 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1992-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"27","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings 1992 IEEE Computer Society Conference on Computer Vision and Pattern Recognition","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CVPR.1992.223138","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 27
Abstract
The concept of robustness in statistics is examined. Starting from the concepts of the breakdown point and equivariance properties of an estimator, the desired equivariance properties for shape fitting are defined, and high breakdown point methods with these properties are found.<>