Multivariate τ-Estimators for Location and Scatter
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Publication:3985982
DOI10.2307/3315396zbMath0746.62034OpenAlexW2322499869MaRDI QIDQ3985982
Publication date: 27 June 1992
Full work available at URL: https://doi.org/10.2307/3315396
robustnessconsistencyasymptotic normalitycovariance estimatorinfluence functionlocationempirical distributionscatterbounded influencehigh efficiencyhigh breakdown pointmultivariate \(M\)-estimatorsmultivariate \(S\)-estimatorsmultivariate tau-estimators
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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