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Affine equivariant rank-weighted L-estimation of multivariate location

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 نشر من قبل Jana Jure\\v{c}kov\\'a
 تاريخ النشر 2015
  مجال البحث الاحصاء الرياضي
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In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.



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