On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
| Contribuinte(s) |
University of Aberdeen, Natural & Computing Sciences, Mathematical Sciences University of Aberdeen, Institute for Complex Systems and Mathematical Biology (ICSMB) |
|---|---|
| Data(s) |
05/08/2016
05/08/2016
01/04/2016
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| Resumo |
Acknowledgments Alexander Dürre was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. David E. Tyler was supported in part by the National Science Foundation grant DMS-1407751. A visit of Daniel Vogel to David E. Tyler was supported by a travel grant from the Scottish Universities Physics Alliance. The authors are grateful to the editors and referees for their constructive comments. Non peer reviewed Postprint |
| Formato |
6 |
| Identificador |
Dürre , A , Tyler , D E & Vogel , D 2016 , ' On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ' Statistics and Probability Letters , vol 111 , pp. 80-85 . , 10.1016/j.spl.2016.01.009 PURE: 61197275 PURE UUID: 0bd78bde-7cbd-4671-9218-6b7d118f62a4 ArXiv: http://arxiv.org/abs/1512.02863v1 |
| Idioma(s) |
eng |
| Relação |
Statistics and Probability Letters |
| Direitos |
© 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Palavras-Chave | #stat.CO #math.ST #stat.TH #62H12, 62G20, 62H11 #elliptical distribution #spatial Kendall’s tau matrix #spatial sign #QA Mathematics #QA |
| Tipo |
Journal article |
