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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2000
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Online Access: | http://ndltd.ncl.edu.tw/handle/57938103793680081818 |