Estimates of MM type for the multivariate linear model

DOI10.1016/j.jmva.2011.04.011zbMath1217.62076arXiv1004.4883MaRDI QIDQ549921

Nadia L. Kudraszow, Ricardo Antonio Maronna

Publication date: 19 July 2011

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

Full work available at URL: https://arxiv.org/abs/1004.4883

zbMATH Keywords

robust methods; MM-estimate

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• robustbase