On the eigenvalues of the spatial sign covariance matrix in more than two dimensions (Q273842): Difference between revisions

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Property / Mathematics Subject Classification ID: 62H12 / rank
 
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Property / Mathematics Subject Classification ID: 62G20 / rank
 
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Property / Mathematics Subject Classification ID: 62H11 / rank
 
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Property / zbMATH DE Number: 6572384 / rank
 
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elliptical distribution
Property / zbMATH Keywords: elliptical distribution / rank
 
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spatial Kendall's tau matrix
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spatial sign
Property / zbMATH Keywords: spatial sign / rank
 
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Revision as of 16:06, 27 June 2023

scientific article
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On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
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    On the eigenvalues of the spatial sign covariance matrix in more than two dimensions (English)
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    22 April 2016
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    elliptical distribution
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    spatial Kendall's tau matrix
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    spatial sign
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