Constrained \(M\)-estimation for multivariate location and scatter

DOI10.1214/AOS/1032526973zbMath0862.62048OpenAlexW2063926307MaRDI QIDQ1816989

Publication date: 28 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526973

zbMATH Keywords

robustness M-estimates robust estimates local robustness scatter matrix location vector S-estimates breakdown properties constrained M-estimate hybrid estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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