Asymptotics of reweighted estimators of multivariate location and scatter

DOI10.1214/aos/1017939145zbMath0957.62017OpenAlexW2170523015MaRDI QIDQ1578280

Publication date: 29 March 2001

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1017939145

zbMATH Keywords

empirical processes location covariance robust estimators weighted sample mean reweighted least squares

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work