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Multivariate τ-Estimators for Location and Scatter - MaRDI portal

Multivariate τ-Estimators for Location and Scatter (Q3985982)

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scientific article; zbMATH DE number 28077
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English
Multivariate τ-Estimators for Location and Scatter
scientific article; zbMATH DE number 28077

    Statements

    27 June 1992
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    multivariate tau-estimators
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    bounded influence
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    high efficiency
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    robustness
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    location
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    scatter
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    multivariate \(M\)-estimators
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    multivariate \(S\)-estimators
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    covariance estimator
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    empirical distribution
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    consistency
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    asymptotic normality
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    high breakdown point
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    influence function
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    Multivariate τ-Estimators for Location and Scatter (English)
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    Identifiers

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