Asymptotic distributions of robust shape matrices and scales (Q1021832)
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scientific article; zbMATH DE number 5563124
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| English | Asymptotic distributions of robust shape matrices and scales |
scientific article; zbMATH DE number 5563124 |
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Asymptotic distributions of robust shape matrices and scales (English)
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9 June 2009
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local asymptotic normality
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m-estimator
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r-estimator
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robust covariance matrix estimator
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scale-invariant function
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s-estimator
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shape matrix
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Tyler's m-estimator
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0.8046095967292786
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0.7939429879188538
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0.7798333168029785
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0.7792377471923828
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