Pages that link to "Item:Q4354881"
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The following pages link to Asymptotic expansion of S‐estimators of location and covariance (Q4354881):
Displaying 9 items.
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Large sample and robust properties of \(\widetilde {L} ^{2}\)-median (Q545426) (← links)
- Asymptotic expansion of the minimum covariance determinant estimators (Q604353) (← links)
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices (Q1103299) (← links)
- Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
- Asymptotic expansions for the location invariant moment-type estimator (Q2270461) (← links)
- Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
- Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator (Q5039811) (← links)