On the relation between S-estimators and M-estimators of multivariate location and covariance

摘要: We discuss the relation between S-estimators and M-estimators of multivariate location covariance. As in case estimation a multiple regression parameter, are shown to satisfy first-order conditions M-estimators. show that influence function IF (x;S F) S-functionals exists is same as corresponding M-functionals. Also, we have limiting normal distribution which similar Finally, compare asymptotic variances breakdown point both types estimators.