Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
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Publication:578802
DOI10.1016/0047-259X(87)90092-3zbMath0624.62048MaRDI QIDQ578802
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
elliptical distributionsequivariant estimatorsasymptotic variance-covariance matricescovariance-location modelderivation of influence functionsnon-singular affine transformationsoptimal B-robust estimatorsspherically symmetrically distributed variate
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)
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