Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802): Difference between revisions
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| Property / author | |||
| Property / author: Werner A. Stahel / rank | |||
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| Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / zbMATH DE Number: 4013773 / rank | |||
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| Property / zbMATH Keywords | |||
non-singular affine transformations | |||
| Property / zbMATH Keywords: non-singular affine transformations / rank | |||
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spherically symmetrically distributed variate | |||
| Property / zbMATH Keywords: spherically symmetrically distributed variate / rank | |||
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covariance-location model | |||
| Property / zbMATH Keywords: covariance-location model / rank | |||
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elliptical distributions | |||
| Property / zbMATH Keywords: elliptical distributions / rank | |||
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derivation of influence functions | |||
| Property / zbMATH Keywords: derivation of influence functions / rank | |||
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asymptotic variance-covariance matrices | |||
| Property / zbMATH Keywords: asymptotic variance-covariance matrices / rank | |||
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equivariant estimators | |||
| Property / zbMATH Keywords: equivariant estimators / rank | |||
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optimal B-robust estimators | |||
| Property / zbMATH Keywords: optimal B-robust estimators / rank | |||
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Revision as of 17:17, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators |
scientific article |
Statements
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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