On jackknifing the symmetrized Tyler matrix
DOI10.1080/02331888.2020.1824230zbMATH Open1465.62066OpenAlexW3090539412MaRDI QIDQ4987652FDOQ4987652
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
Recommendations
asymptotic confidence interval for correlation coefficientconsistency of jackknife estimatorsymmetrized Tyler matrix
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12)
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- Estimates of the covariance matrix of vectors of \(U\)-statistics and confidence regions for vectors of Kendall's tau.
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