Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter

Journal of Statistical Planning and Inference

Volumn 118, Issue 1-2, 2004, Pages 115-128

  Arslan, Olcay ^a  

^a CUKUROVA UNIVERSITY   (Turkey)

Author keywords

EM algorithm; Iterative reweighting algorithm; M Estimates; Robustness

Indexed keywords

EID: 0142087654     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(02)00402-0     Document Type: Article

References (25)

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