Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Catherine Falls Commercial/Getty Images Linear regression is a type ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 22, No. 2 (Jun., 1994), pp. 219-231 (13 pages) We consider the problem of robust M-estimation of a vector of regression ...
An important problem in multivariate statistics is the estimation of covariance matrices. We consider a class of nonparametric covariance models in which the entries in the covariance matrix depend on ...