Asymptotic expansion of S‐estimators of location and covariance

• 1 July 1997
• journal article
• Published by Wiley in Statistica Neerlandica
• Vol. 51  (2) , 220-237
• https://doi.org/10.1111/1467-9574.00051

Abstract

Keywords

• ROBUST ESTIMATION OF MULTIVARIATE LOCATION AND COVARIANCE
• ASYMPTOTIC NORMALITY OF S-ESTIMATORS
• APPLICATION OF EMPIRICAL PROCESS THEORY