Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution

Annals of Statistics

Volumn 26, Issue 6, 1998, Pages 2301-2320

  Adrover, Jorge G ^a  

^a UNIVERSIDAD NACIONAL DE CÓRDOBA   (Argentina)

Author keywords

Bias; Covariance matrix; Elliptical distribution; M estimation; Minimax estimation; Multivariate scatter; Pseudocovariance matrix; Robustness

Indexed keywords

EID: 0032249565     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1024691472     Document Type: Article

References (10)

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