On jackknifing the symmetrized Tyler matrix

DOI10.1080/02331888.2020.1824230zbMath1465.62066MaRDI QIDQ4987652

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 coefficient; consistency of jackknife estimator; symmetrized Tyler matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

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