Redescending $M$-Estimates of Multivariate Location and Scatter
The Annals of StatisticsPublished 1 December 1991
John T. Kent, David E. Tyler
Citations208
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract
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 $\\nu \\geq 1.$
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MathematicsEnvironmental Science
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