scientific article; zbMATH DE number 889596

zbMath0843.62065MaRDI QIDQ4882271

Gang Wang, Xuming He

Publication date: 16 June 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

efficiencystrong consistencyrobust estimatorelliptic modelsmultivariate location and scatterminimum volume ellipsoid estimatorweak metricaffine invariant discrepancy measureestimating functionalhigh breakdown point procedure

Mathematics Subject Classification ID

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

Related Items

Combining locally and globally robust estimates for regression, On the Stahel-Donoho estimator and depth-weighted means of multivariate data., Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution, Longitudinal data analysis using \(t\)-type regression., Influence function and efficiency of the minimum covariance determinant scatter matrix estimator, High breakdown estimation for multiple populations with applications to discriminant analysis, A resistant estimator of multivariate location and dispersion