Asymptotic distributions of robust shape matrices and scales

Publication date

2008-11-30

Document type

Forschungsartikel

Author

Organisational unit

University of Cologne

DOI

URI

Scopus ID

Publisher

Elsevier

Series or journal

Journal of Multivariate Analysis

ISSN

Periodical volume

100

Periodical issue

7

First page

1329

Last page

1337

Part of the university bibliography

Nein

Language

English

Keyword

Local asymptotic normality

M-estimator

R-estimator

Robust covariance matrix estimator

S-estimator

Scale-invariant function

Shape matrix

Tyler's M-estimator

Version

Published version

Access right on openHSU

Metadata only access