Asymptotic expansion of S‐estimators of location and covariance

DOI10.1111/1467-9574.00051zbMath0896.62051OpenAlexW2094806742MaRDI QIDQ4354881

Hendrik P. Lopuhaä

Publication date: 17 September 1997

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00051

zbMATH Keywords

robust estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (7)

Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Asymptotic expansion of the minimum covariance determinant estimators ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ Robust weighted orthogonal regression in the errors-in-variables model ⋮ Large sample and robust properties of \(\widetilde {L} ^{2}\)-median ⋮ Asymptotics of reweighted estimators of multivariate location and scatter

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