The spatial sign covariance matrix with unknown location
Statistics Theory
2022-04-12 v2 Statistics Theory
Abstract
The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behavior when using the mean and the spatial median as location estimator.
Cite
@article{arxiv.1307.5706,
title = {The spatial sign covariance matrix with unknown location},
author = {Alexander Dürre and Daniel Vogel and David E. Tyler},
journal= {arXiv preprint arXiv:1307.5706},
year = {2022}
}
Comments
14 pages, 3 figures, 2 tables