On jackknifing the symmetrized Tyler matrix

DOI10.1080/02331888.2020.1824230MaRDI QIDQ4987652zbMATH OpenOpenAlexFDO

Authors František Rublík

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2020.1824230

zbMATH Keywords

asymptotic confidence interval for correlation coefficientconsistency of jackknife estimatorsymmetrized Tyler matrix

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 5131267 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 3065317 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A distribution-free M-estimator of multivariate scatter
• Approximation theorems of mathematical statistics
• Estimates of the covariance matrix of vectors of U-statistics and confidence regions for vectors of Kendall's tau.
• Jackknifing U-Statistics
• Matrix Algebra
• On Interchanging Limits and Integrals
• On Tyler's M-functional of scatter in high dimension
• On the Breakdown Properties of Some Multivariate M-Functionals*
• Spatial sign correlation
• Symmetrised M-estimators of multivariate scatter
• The jackknife and bootstrap
• The multivariate L ₁ -median and associated data depth
• The spatial sign covariance matrix with unknown location
• \(M\)-functionals of multivariate scatter

Cited in

(1)

• A review of Tyler's shape matrix and its extensions

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