Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476)

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Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
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    Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (English)
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    14 December 2003
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    Iterative reweighting algorithm
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    M Estimates
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    Robustness
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    EM algorithm
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