Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476): Difference between revisions

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+Convergence Behavior of the em algorithm for the multivariate t -distribution
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+Q4139463
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+Q3878568
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+Matrix Analysis
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+Redescending \(M\)-estimates of multivariate location and scatter
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+Constrained \(M\)-estimation for multivariate location and scatter
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+A curious likelihood identity for the multivariate t-distribution
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+On the relation between S-estimators and M-estimators of multivariate location and covariance
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+Robust m-estimators of multivariate location and scatter
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+Q4363980
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+Q3690974
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+Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
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+Radial estimates and the test for sphericity
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+Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
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+On the convergence properties of the EM algorithm
@@ Property / cites work: On the convergence properties of the EM algorithm / rank @@
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+Convergence Conditions for Nonlinear Programming Algorithms
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+Publication:1416476