Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060)

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Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry
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    Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (English)
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    1986
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    asymmetry
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    consistency
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    error distribution
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    spherically symmetric
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    robust estimation
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    location vectors
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    scatter matrices
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    redescending M- estimators
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    identifiable parameters
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    asymptotically normal
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    Newton- Raphson solutions
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    influence functions
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    asymptotically minimax
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