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Bahadur representation results
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Elliptical distributions
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MCD estimators
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Robustness
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Shape parameters
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Paindaveine, Davy
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Van Bever, Germain
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Journal of Multivariate Analysis
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Inference on the shape of elliptical distributions based on the MCD
Paindaveine, Davy
;
Van Bever, Germain
- In:
Journal of Multivariate Analysis
129
(
2014
)
C
,
pp. 125-144
null and under local alternatives). Influence functions of the
MCD-estimators
of shape are obtained as a corollary. Monte …
Persistent link: https://www.econbiz.de/10011041923
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