On distance-type Gaussian estimation

DOI10.1016/j.jmva.2021.104831OpenAlexW3200668497MaRDI QIDQ2062781

Elena Castilla, Konstantinos G. Zografos

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104831

zbMATH Keywords

robustnessmaximum likelihood estimationdensity power divergenceGaussian estimationelliptically contoured distributionsminimum density power divergence Gaussian estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

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