REDESCENDING M-ESTIMATES OF MULTIVARIATE LOCATION AND SCATTER
成果类型：
Article
署名作者：
KENT, JT; TYLER, DE
署名单位：
Rutgers University System; Rutgers University New Brunswick
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348388
发表日期：
1991
页码：
2102-2119
关键词：
摘要：
A class of redescending M-estimates of multivariate location and scatter are investigated. Sufficient conditions are given to ensure the existence and uniqueness of the estimates. These results are applied to the multivariate t-distribution with degrees of freedom v greater-than-or-equal-to 1.
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