The spatial sign covariance matrix with unknown location

DOI10.1016/J.JMVA.2014.05.004zbMath1292.62079arXiv1307.5706OpenAlexW2015590593MaRDI QIDQ2252888

David E. Tyler, Alexander Dürre, Daniel Vogel

Publication date: 24 July 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5706

zbMATH Keywords

spatial medianelliptical distributionspatial signMarcinkiewicz SLLN

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (11)

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ On weighted multivariate sign functions ⋮ Large covariance estimation through elliptical factor models ⋮ A generalized spatial sign covariance matrix ⋮ Asymptotics of the two-stage spatial sign correlation ⋮ Recent advances in functional data analysis and high-dimensional statistics ⋮ The spatial sign covariance operator: asymptotic results and applications ⋮ Spatial sign correlation ⋮ On jackknifing the symmetrized Tyler matrix ⋮ On the eigenvectors of large-dimensional sample spatial sign covariance matrices ⋮ Note on asymptotic behavior of spatial sign autocovariance matrices

Uses Software

• R
• mvtnorm
• MNM
• robustbase
• pcaPP

Cites Work

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• Robust Statistics
• Robust Statistics
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• A modified Weiszfeld algorithm for the Fermat-Weber location problem

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