The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions (Q3191472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions |
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The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions (English)
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2 October 2014
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affine equivariance
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eigenprojection
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principal components analysis
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relative efficiency
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robustness
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Tyler's scatter matrix
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