| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145728 | Journal of Multivariate Analysis | 2014 | 11 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Alexander Dürre, Daniel Vogel, David E. Tyler,