Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622)
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scientific article; zbMATH DE number 150288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust \(M\)-estimation of a dispersion matrix with a structure |
scientific article; zbMATH DE number 150288 |
Statements
Robust \(M\)-estimation of a dispersion matrix with a structure (English)
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1 April 1993
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elliptically symmetric distribution
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signal processing
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iterative algorithm
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robust \(M\)-estimation of the dispersion matrix
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outliers
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covariance matrix
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consistency
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asymptotic normality
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