M-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
群模型中位置与回归参数的 M 估计:Stiefel 流形案例
We discuss here a general approach to the calculation of the asymptotic covariance of $M$-estimates for location parameters in statistical group models when an invariant objective function is used. The calculation reduces to standard tools in group representation theory and the calculation of some constants. Only the constants depend upon the precise forms of the density or of the objective function. If the group is sufficiently large this represents a major simplification…