Asymptotic distributions of robust shape matrices and scales
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Keywordslocal asymptotic normality; M-estimator; R-estimator; robust covariance matrix estimator; scale-invariant function; S-estimator; shape matrix; Tyler's M-estimator;
- H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
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