Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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Publication:1103299
DOI10.1214/aos/1176350505zbMath0645.62057OpenAlexW2010951077MaRDI QIDQ1103299
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350505
consistencyasymptotic normalitylocationS-estimatorslocation parametersdifferentiability conditionsaffine equivariant estimatorsdispersion matriceshigh breakdown pointsminimum volume estimators
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)
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