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New algorithms for \(M\)-estimation of multivariate scatter and location - MaRDI portal

New algorithms for \(M\)-estimation of multivariate scatter and location (Q901290)

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New algorithms for \(M\)-estimation of multivariate scatter and location
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    New algorithms for \(M\)-estimation of multivariate scatter and location (English)
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    23 December 2015
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    fixed-point algorithm
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    matrix exponential function
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    Newton-Raphson algorithm
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    Taylor expansion
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