Highly efficient estimators of multivariate location with high breakdown point
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Publication:1192979
DOI10.1214/aos/1176348529zbMath0757.62030OpenAlexW2153194245MaRDI QIDQ1192979
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348529
consistencyasymptotic normalityscalingbounded influence functionhigh breakdown pointaffine equivariant estimator of multivariate locationhigh asymptotic efficiencyhigh breakdown covariance estimatorlocation \(M\)-estimator
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
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