Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry |
scientific article |
Statements
Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (English)
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1986
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asymmetry
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consistency
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error distribution
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spherically symmetric
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robust estimation
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location vectors
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scatter matrices
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redescending M- estimators
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identifiable parameters
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asymptotically normal
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Newton- Raphson solutions
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influence functions
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asymptotically minimax
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