Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
type: Item
instance of: scholarly article
title: Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
zbMATH Open document ID: 1031.62041
DOI: 10.1016/S0378-3758(02)00402-0
author: Olcay Arslan
published in: Journal of Statistical Planning and Inference
publication date: 2003-12-14T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2017258
zbMATH Keywords: Iterative reweighting algorithm
zbMATH Keywords: M Estimates
zbMATH Keywords: Robustness
zbMATH Keywords: EM algorithm
MaRDI profile type: Publication
cites work: Convergence Behavior of the em algorithm for the multivariate t -distribution
cites work: Q4139463
cites work: Q3878568
cites work: Q4226179
cites work: Matrix Analysis
cites work: Redescending \(M\)-estimates of multivariate location and scatter
cites work: Constrained \(M\)-estimation for multivariate location and scatter
cites work: A curious likelihood identity for the multivariate t-distribution
cites work: On the relation between S-estimators and M-estimators of multivariate location and covariance
cites work: Robust m-estimators of multivariate location and scatter
cites work: Q4363980
cites work: Q3690974
cites work: Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
cites work: Radial estimates and the test for sphericity
cites work: Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
cites work: On the convergence properties of the EM algorithm
cites work: Convergence Conditions for Nonlinear Programming Algorithms
description: scientific article; zbMATH DE number 2017258