Title of article
The spatial sign covariance matrix with unknown location
Author/Authors
Stefan and Dürre، نويسنده , , Alexander and Vogel، نويسنده , , Daniel and Tyler، نويسنده , , David E.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
11
From page
107
To page
117
Abstract
The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behaviors when using the mean and the spatial median as a location estimator.
Keywords
Spatial sign , Elliptical distribution , Marcinkiewicz SLLN , spatial median
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566770
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