Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100): Difference between revisions

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Revision as of 18:04, 19 March 2024

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Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
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    Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (English)
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    14 December 1999
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    covariance matrix
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    \(M\)-estimation
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    minimax estimation
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    multivariate scatter
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    pseudocovariance matrix
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    robustness
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    elliptical distribution
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    bias
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