Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data

DOI10.1080/01621459.2012.699792zbMath1443.62147MaRDI QIDQ4648564

Unnamed Author, Mike Danilov, Ruben H. Zamar

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.699792

zbMATH Keywords

EM algorithm; fixed point equation; elliptical distribution; consistent

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

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Uses Software

• robustbase

Cites Work

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