Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280)

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scientific article; zbMATH DE number 1496616
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    Asymptotics of reweighted estimators of multivariate location and scatter
    scientific article; zbMATH DE number 1496616

      Statements

      Asymptotics of reweighted estimators of multivariate location and scatter (English)
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      29 March 2001
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      location
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      reweighted least squares
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      empirical processes
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      weighted sample mean
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      covariance
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      robust estimators
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