Differentiability of \(t\)-functionals of location and scatter
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Publication:1020987
DOI10.1214/08-AOS592zbMath1162.62023arXiv0801.3052MaRDI QIDQ1020987
Zuoqin Wang, Sergiy Sidenko, Richard M. Dudley
Publication date: 4 June 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.3052
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Applications of functional analysis in probability theory and statistics (46N30)
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New algorithms for \(M\)-estimation of multivariate scatter and location, Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics, Classes of Functions Related to VC Properties, \(M\)-functionals of multivariate scatter
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