An L1-type estimator of multivariate location and shape
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DOI: 10.1007/s10260-006-0030-8
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References listed on IDEAS
- Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
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- Xin Dang & Hailin Sang & Lauren Weatherall, 2019. "Gini covariance matrix and its affine equivariant version," Statistical Papers, Springer, vol. 60(3), pages 641-666, June.
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- Shi, Jianhong & Bai, Xiuqin & Song, Weixing, 2022. "Tweedie-type formulae for a multivariate Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 183(C).
- Olcay Arslan, 2010. "An alternative multivariate skew Laplace distribution: properties and estimation," Statistical Papers, Springer, vol. 51(4), pages 865-887, December.
- Hlubinka, Daniel & Šiman, Miroslav, 2013. "On elliptical quantiles in the quantile regression setup," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 163-171.
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Keywords
Multivariate location and shape; Influence function; Efficiency;All these keywords.
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