Asymptotic distributions of robust shape matrices and scales (Q1021832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of robust shape matrices and scales |
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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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