Symmetrised M-estimators of multivariate scatter

Journal of Multivariate Analysis

Volumn 98, Issue 8, 2007, Pages 1611-1629

  Sirkiä, Seija ^a   Taskinen, Sara ^a   Oja, Hannu ^b  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

^b UNIVERSITY OF TAMPERE   (Finland)

Author keywords

Efficiency; Elliptical distribution; Influence function; M estimator; Robustness; Scatter matrix

Indexed keywords

EID: 34548125236     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2007.06.005     Document Type: Article

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