The asymptotic covariance matrix of the Oja median.

DOI10.1016/S0167-7152(03)00210-4zbMath1116.62355OpenAlexW2008296519WikidataQ110034769 ScholiaQ110034769MaRDI QIDQ1423116

D. Massart

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00210-4

zbMATH Keywords

Affine equivariantAffine invariantMultivariate \(L_1\) estimateMultivariate median

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Asymptotics of Oja median estimate

Cites Work

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• Sign and rank covariance matrices