Asymptotic distributions of robust shape matrices and scales (Q1021832)

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scientific article; zbMATH DE number 5563124
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Asymptotic distributions of robust shape matrices and scales
scientific article; zbMATH DE number 5563124

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    Asymptotic distributions of robust shape matrices and scales (English)
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    9 June 2009
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    local asymptotic normality
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    m-estimator
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    r-estimator
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    robust covariance matrix estimator
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    scale-invariant function
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    s-estimator
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    shape matrix
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    Tyler's m-estimator
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