Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
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Publication:3736715
DOI10.2307/2287994zbMath0601.62051OpenAlexW4233442797MaRDI QIDQ3736715
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2287994
robustnessMonte Carlo resultskernel estimatorcovariancebreakdown pointaffine invarianceelliptically symmetric distributionsminimum Hellinger distance estimationmultivariate location
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
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