Robustness and efficiency properties of scatter matrices (Q3321252)
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scientific article; zbMATH DE number 3852228
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| English | Robustness and efficiency properties of scatter matrices |
scientific article; zbMATH DE number 3852228 |
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Robustness and efficiency properties of scatter matrices (English)
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1983
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multivariate t
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asymptotic normality
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maximum likelihood test
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efficiency properties
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likelihood ratio tests
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elliptical distributions
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covariance matrices
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Wald's quadratic form criterion
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local alternatives
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asymptotic efficiency
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robust chi-squared tests
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affine-invariant M-estimates
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0.8734705
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0.8589897
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0.8576041
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0.8525146
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0.84821814
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0.84755945
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