On robust estimators of a sphericity measure in high dimension

DOI10.1007/978-3-031-22687-8_9MaRDI QIDQ6606403zbMATH OpenFDO

Authors Esa Ollila, Hyon-Jung Kim

Publication date 16 September 2024

zbMATH Keywords

high-dimensional statisticsrobust statisticselliptical distributionssign covariance matrixM-estimators of scatter matrixsphericity parameter

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

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