RobustM-estimators of multivariate location and scatter in the presence of asymmetry
Publication:3740060
DOI10.2307/3314661zbMath0603.62063OpenAlexW2042944852MaRDI QIDQ3740060
Douglas P. Wiens, Zu Kang Zheng
Publication date: 1986
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3314661
asymmetryconsistencyspherically symmetricrobust estimationinfluence functionsasymptotically normalerror distributionasymptotically minimaxidentifiable parametersscatter matriceslocation vectorsNewton- Raphson solutionsredescending M- estimators
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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