Bounded influence estimators for multivariate lognormal distributions

DOI10.1016/J.CRMA.2004.02.017zbMath1043.62054OpenAlexW2038510072MaRDI QIDQ1876837

Aida Toma

Publication date: 20 August 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.02.017

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Robust and efficient estimation of multivariate scatter and location
• On umvu estimators for the multivariate lognormal distribution and their variances
• Robust Estimators for the Parameters of Multivariate Lognormal Distribution
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

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