EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Tyler's M-estimator"
Narrow search

Narrow search

Year of publication
Subject
All
Tyler's M-estimator 4 shape matrix 4 M-estimator 2 R-estimator 2 S-estimator 2 covariance matrix 2 distribution-free estimation 2 local asymptotic normality 2 missing data 2 robust covariance matrix estimator 2 robust estimation 2 scale-invariant function 2 sign-based estimator 2
more ... less ...
Online availability
All
Free 4
Type of publication
All
Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 2
Language
All
English 4
Author
All
Frahm, Gabriel 4 Jaekel, Uwe 2
Institution
All
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 2
Published in...
All
Discussion Papers in Econometrics and Statistics 2 Discussion Papers in Statistics and Econometrics 2
Source
All
EconStor 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
A generalization of Tyler's M-estimators to the case of incomplete data
Frahm, Gabriel; Jaekel, Uwe - 2009
established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of …
Persistent link: https://www.econbiz.de/10010304422
Saved in:
Cover Image
A generalization of Tyler's M-estimators to the case of incomplete data
Frahm, Gabriel; Jaekel, Uwe - Seminar für Wirtschafts- und Sozialstatistik, … - 2009
established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of …
Persistent link: https://www.econbiz.de/10009019659
Saved in:
Cover Image
Asymptotic distributions of robust shape matrices and scales
Frahm, Gabriel - 2008
It has been frequently observed in the literature that many multivariate statistical methods require the covariance or dispersion matrix ∑ of an elliptical distribution only up to some scaling constant. If the topic of interest is not the scale but only the shape of the elliptical...
Persistent link: https://www.econbiz.de/10010304418
Saved in:
Cover Image
Asymptotic distributions of robust shape matrices and scales
Frahm, Gabriel - Seminar für Wirtschafts- und Sozialstatistik, … - 2008
It has been frequently observed in the literature that many multivariate statistical methods require the covariance or dispersion matrix ∑ of an elliptical distribution only up to some scaling constant. If the topic of interest is not the scale but only the shape of the elliptical...
Persistent link: https://www.econbiz.de/10009019658
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...