On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
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Publication:273842
DOI10.1016/j.spl.2016.01.009zbMath1341.62118arXiv1512.02863MaRDI QIDQ273842
Alexander Dürre, David E. Tyler, Daniel Vogel
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.02863
62H11: Directional data; spatial statistics
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
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