Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (Q1416476)
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scientific article; zbMATH DE number 2017258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter |
scientific article; zbMATH DE number 2017258 |
Statements
Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter (English)
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14 December 2003
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Iterative reweighting algorithm
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M Estimates
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Robustness
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EM algorithm
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