RobustM-estimators of multivariate location and scatter in the presence of asymmetry

DOI10.2307/3314661zbMath0603.62063MaRDI QIDQ3740060

Douglas P. Wiens, Zu Kang Zheng

Publication date: 1986

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314661

zbMATH Keywords

asymmetry; consistency; spherically symmetric; robust estimation; influence functions; asymptotically normal; error distribution; asymptotically minimax; identifiable parameters; scatter matrices; location vectors; Newton- Raphson solutions; redescending M- estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

Cites Work

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• Unnamed Item