Robust Elementwise Estimation of a Dispersion Matrix

DOI10.2307/2533265MaRDI QIDQ4335629zbMATH OpenOpenAlexWikidataFDO

Authors Devan V. Mehrotra

Publication date 9 November 1997

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2533265

Mathematics Subject Classification ID

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

Cited in

(4)

• Covariance matrix estimation for left-censored data
• Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
• A componentwise estimation procedure for multivariate location and scatter: robustness, efficiency and scalability
• Separating a mixture of two normals with proportional covariances

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