A minimal characterization of the covariance matrix
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Publication:1099540
DOI10.1007/BF02613285zbMath0638.62046MaRDI QIDQ1099540
Publication date: 1988
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176152
symmetric; positive definite; minimal characterization of covariance matrices; non-singular covariance matrix; robust estimators of location and scale
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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