Redescending \(M\)-estimates of multivariate location and scatter (Q1184226)
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scientific article; zbMATH DE number 34248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Redescending \(M\)-estimates of multivariate location and scatter |
scientific article; zbMATH DE number 34248 |
Statements
Redescending \(M\)-estimates of multivariate location and scatter (English)
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28 June 1992
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This paper studies the existence and uniqueness of simultaneous \(M\)- estimates of multivariate location and scatter. Sufficient conditions are given to ensure the existence and uniqueness of the estimates.
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redescending \(M\)-estimates
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multivariate \(t\)-distribution
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sufficient conditions
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robustness
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existence
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uniqueness
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simultaneous \(M\)- estimates
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location
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scatter
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