Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
type: Item
instance of: scholarly article
title: Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
zbMATH Open document ID: 0624.62048
DOI: 10.1016/0047-259X(87)90092-3
author: Werner A. Stahel
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 4013773
zbMATH Keywords: non-singular affine transformations
zbMATH Keywords: spherically symmetrically distributed variate
zbMATH Keywords: covariance-location model
zbMATH Keywords: elliptical distributions
zbMATH Keywords: derivation of influence functions
zbMATH Keywords: asymptotic variance-covariance matrices
zbMATH Keywords: equivariant estimators
zbMATH Keywords: optimal B-robust estimators
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4013773