The asymptotic covariance matrix of the Oja median.
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Publication:1423116
DOI10.1016/S0167-7152(03)00210-4zbMath1116.62355WikidataQ110034769 ScholiaQ110034769MaRDI QIDQ1423116
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Cites Work
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- Estimates of Regression Coefficients Based on the Sign Covariance Matrix
- Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
- Sign and rank covariance matrices