Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802): Difference between revisions
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Revision as of 22:38, 14 February 2024
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| English | Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators |
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Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (English)
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1987
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non-singular affine transformations
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spherically symmetrically distributed variate
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covariance-location model
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elliptical distributions
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derivation of influence functions
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asymptotic variance-covariance matrices
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equivariant estimators
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optimal B-robust estimators
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