He, Xuming; Fung, Wing K. - In: Journal of Multivariate Analysis 72 (2000) 2, pp. 151-162
We consider S-estimators of multivariate location and common dispersion matrix in multiple populations. Instead of averaging the robust estimates of the individual covariance matrices, as used by Todorov, Neykov and Neytchev (1990), the observations are pooled for estimating the common...