Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: RobustM-estimators of multivariate location and scatter in the presence of asymmetry |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry |
scientific article |
Statements
Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (English)
0 references
1986
0 references
asymmetry
0 references
consistency
0 references
error distribution
0 references
spherically symmetric
0 references
robust estimation
0 references
location vectors
0 references
scatter matrices
0 references
redescending M- estimators
0 references
identifiable parameters
0 references
asymptotically normal
0 references
Newton- Raphson solutions
0 references
influence functions
0 references
asymptotically minimax
0 references
0 references
