High breakdown estimation for multiple populations with applications to discriminant analysis

We consider S-estimators of multivariate location and common dispersion mat rix in multiple populations. Instead of averaging the robust estimates of t he individual covariance matrices, as used by Todorov, Neykov and Neytchev (1990), the observations are pooled for estimating the common covariance mo re efficiently. Two such proposals are evaluated by a breakdown point analy sis and Monte Carlo simulations. Their applications to the discriminant ana lysis are also considered. (C) 2000 Academic Press.