Minimum Hellinger Distance Estimation for Multivariate Location and Covariance

DOI10.2307/2287994zbMATH Open0601.62051OpenAlexW4233442797MaRDI QIDQ3736715FDOQ3736715

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2287994

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covariance affine invariance robustness breakdown point kernel estimator Monte Carlo results elliptically symmetric distributions minimum Hellinger distance estimation multivariate location

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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