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Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter - MaRDI portal

Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter (Q3793679)

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Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter
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    Some Results on the Existence, Uniqueness, and Computation of the M-Estimates of Multivariate Location and Scatter (English)
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    1988
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    bounded influence regression
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    covariance matrix
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    finite sample size
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    fixed point algorithm
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    sensitivity bound
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    robust estimation
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    M-estimates
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    multivariate location and scatter
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    algorithm
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