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
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
Journal title :
Journal of Multivariate Analysis
