On the asymptotic distribution of multivariate M-estimates

DOI10.1016/0047-259X(78)90059-3zbMath0387.62028MaRDI QIDQ1249906

Raymond J. Carroll

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Robust m-estimators of multivariate location and scatter
• Robust estimation of a location parameter in the presence of asymmetry
• Matrix derivatives with an application to an adaptive linear decision problem
• One-Step Huber Estimates in the Linear Model
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