M-Estimation for Multivariate Model

碩士 === 國立交通大學 === 統計所 === 88 === Affine equivariant multivariate M-estimators have been proposed by Maronna(1976) and Kent and Tyle(1996). However,their properties were studied under the assumption that random vector follows the spherically symmetric distribution...

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Bibliographic Details
Main Authors: Yei-Fa Sun, 孫義發
Other Authors: Lin-An Chen
Format: Others
Language:en_US
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/57938103793680081818