A generalization of Tyler's M-estimators to the case of incomplete data
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Keywordscovariance matrix; distribution-free estimation; missing data; robust estimation; shape matrix; sign-based estimator; Tyler's M-estimator;
- H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management
- H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General
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