most citedEstimates of MM type for the multivariate linear model

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math.ST2025★ 25 cited

Estimates of MM type for the multivariate linear model

Nadia L. Kudraszow, Ricardo A. Maronna

We propose a class of robust estimates for multivariate linear models. Based on the approach of MM estimation (Yohai 1987), we estimate the regression coefficients and the covarian…