Robust covariance estimation commonly proceeds by downweighting outliers. In this article we measure the "outlyingness" of a data point by the standardized distance between the point and its Kth ...

Under a linear regression model, the best linear unbiased estimator (BLUE) for a finite population total can be obtained. The problem studied here is that of estimating the variance for setting ...

Citations: Coughlan, Anne, Dawn Iacobucci, Adam Duhachek. 2005. A Robust Variance Estimate of Coefficient Alpha: Analytical and Empirical Evidence for One and Two Samples.