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Asymptotics of reweighted estimators of multivariate location and scatter - MaRDI portal

Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280)

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scientific article; zbMATH DE number 1496616
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English
Asymptotics of reweighted estimators of multivariate location and scatter
scientific article; zbMATH DE number 1496616

    Statements

    Asymptotics of reweighted estimators of multivariate location and scatter (English)
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    29 March 2001
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    location
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    reweighted least squares
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    empirical processes
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    weighted sample mean
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    covariance
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    robust estimators
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