摘要: A method of estimation for the parameters of the multivariate normal distribution based on the characteristic function (density) and its sample counterpart is given. These M-estimators are dependent on a user-specified parameter. ... 展开 A method of estimation for the parameters of the multivariate normal distribution based on the characteristic function (density) and its sample counterpart is given. These M-estimators are dependent on a user-specified parameter. The response of the parameter estimates and observation weights to variation of this user-specified parameter allows a sensitivity analysis of the data and the model considered as a single entity. The estimators have desirable robustness properties, are easy to compute and use, are relatively efficient at the multivariate normal and are useful in identifying potential outliers and problems with the statistical assumptions or the data. The method is extended to include multivariate experimental designs with attention restricted to the two-way cross classification. Several illustrations are provided. (Author) 收起