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Robust and efficient estimation of multivariate scatter and location - MaRDI portal

Robust and efficient estimation of multivariate scatter and location (Q1658434)

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scientific article; zbMATH DE number 6917820
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English
Robust and efficient estimation of multivariate scatter and location
scientific article; zbMATH DE number 6917820

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    Robust and efficient estimation of multivariate scatter and location (English)
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    14 August 2018
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    MM-estimator
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    \(\tau\)-estimator
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    S-estimator
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    Stahel-Donoho estimator
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    Kullback-Leibler divergence
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