Radial estimates and the test for sphericity (Q3966933)
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scientific article; zbMATH DE number 3789689
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| English | Radial estimates and the test for sphericity |
scientific article; zbMATH DE number 3789689 |
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Radial estimates and the test for sphericity (English)
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1982
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radial estimates
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moments of random symmetric matrices
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sample covariance matrix
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affine-invariant robust estimate
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elliptical distribution
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maximum likelihood estimate
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radial distribution
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rotatable distribution
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sphericity test
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