Robust semiparametric efficient estimators in elliptical distributions

被引：0

作者：

Fortunati, Stefano ^{[1
]}

Renaux, Alexandre ^{[1
]}

Pascal, Frederic ^{[1
]}

机构：

[1] Université Paris-Saclay, CNRS, CentraleSupeléc, Laboratoire des signaux et systèmes, Gif-sur-Yvette,91190, France

来源：

arXiv | 2020年

关键词：

D O I：

暂无

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学科分类号：

摘要：

Covariance matrix - Mean square error - Signal processing

引用

共 50 条

[1] ROBUST SEMIPARAMETRIC JOINT ESTIMATORS OF LOCATION AND SCATTER IN ELLIPTICAL DISTRIBUTIONS
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[J]. PROCEEDINGS OF THE 2020 IEEE 30TH INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2020,
[2] Locally efficient semiparametric estimators for generalized skew-elliptical distributions
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[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2005, 100 (471) : 980 - 989
[3] Robust Semiparametric Efficient Estimators in Complex Elliptically Symmetric Distributions
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