ROBUST M-ESTIMATORS OF MULTIVARIATE LOCATION AND SCATTER

被引：606

作者：

MARONNA, RA ^{[1
]}

机构：

[1] FDN BARILOCHE,DEPT MATH,CC 138,SAN CARLOS DE BARIOCHE,ARGENTINA

来源：

关键词：

D O I：

10.1214/aos/1176343347

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：51 / 67

页数：17

共 16 条

[1]

[Anonymous], 1972, ROBUST ESTIMATES LOC

BICKEL, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03) :1079-&

[3]

Dunford N., 1958, PURE APPL MATH

[4]

GENTLEMAN WM, 1965, THESIS PRINCETON U

GNANADESIKAN, R ;

KETTENRING, JR .

[6]

Hampel, 1968, THESIS U CALIFORNIA

[7] GENERAL QUALITATIVE DEFINITION OF ROBUSTNESS [J].

HAMPEL, FR .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06) :1887-&

[8] ROBUST ESTIMATION - CONDENSED PARTIAL SURVEY [J].

HAMPEL, FR .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1973, 27 (02) :87-104

[9] 1972 WALD LECTURE - ROBUST STATISTICS - REVIEW [J].

HUBER, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (04) :1041-&

[10] ROBUST ESTIMATION OF LOCATION PARAMETER [J].

HUBER, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :73-&