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Robust M-estimation of a dispersion matrix with a structure

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  • Madhusudan Bhandapy

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  • Madhusudan Bhandapy, 1991. "Robust M-estimation of a dispersion matrix with a structure," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(4), pages 689-705, December.
    • Handle: RePEc:spr:aistmt:v:43:y:1991:i:4:p:689-705
    DOI: 10.1007/BF00121648
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    References listed on IDEAS

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    1. Zhao, L. C. & Krishnaiah, P. R. & Bai, Z. D., 1986. "On detection of the number of signals in presence of white noise," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 1-25, October.
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