Redescending \(M\)-estimates of multivariate location and scatter (Q1184226): Difference between revisions

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Revision as of 22:03, 19 March 2024

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Redescending \(M\)-estimates of multivariate location and scatter
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    Redescending \(M\)-estimates of multivariate location and scatter (English)
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    28 June 1992
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    This paper studies the existence and uniqueness of simultaneous \(M\)- estimates of multivariate location and scatter. Sufficient conditions are given to ensure the existence and uniqueness of the estimates.
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    redescending \(M\)-estimates
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    multivariate \(t\)-distribution
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    sufficient conditions
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    robustness
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    existence
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    uniqueness
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    simultaneous \(M\)- estimates
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    location
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    scatter
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