On robust estimators of a sphericity measure in high dimension (Q6606403)
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scientific article; zbMATH DE number 7914299
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| English | On robust estimators of a sphericity measure in high dimension |
scientific article; zbMATH DE number 7914299 |
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On robust estimators of a sphericity measure in high dimension (English)
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16 September 2024
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elliptical distributions
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high-dimensional statistics
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M-estimators of scatter matrix
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robust statistics
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sign covariance matrix
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sphericity parameter
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