论文信息 - A Distribution-Free $M$-Estimator of Multivariate Scatter - 字舞流文

A Distribution-Free $M$-Estimator of Multivariate Scatter

On etablit l'existence et l'unicite d'une forme limite d'un estimateur M du type Huber d'un eparpillement multivariable

[1] R. Maronna. Robust $M$-Estimators of Multivariate Location and Scatter , 1976 .

[2] J. Magnus,et al. The Commutation Matrix: Some Properties and Applications , 1979 .

[3] R. Muirhead. Aspects of Multivariate Statistical Theory , 1982, Wiley Series in Probability and Statistics.

[4] David E. Tyler. Robustness and efficiency properties of scatter matrices , 1983 .