التفاصيل البيبلوغرافية
| العنوان: |
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions |
| المؤلفون: |
Dürre, Alexander, Tyler, David E., Vogel, Daniel |
| سنة النشر: |
2015 |
| المجموعة: |
ArXiv.org (Cornell University Library) |
| مصطلحات موضوعية: |
Statistics - Computation, Mathematics - Statistics Theory, 62H12, 62G20, 62H11 |
| الوصف: |
We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the eigenvalues of the shape matrix and that they are closer together than the latter. We further provide a one-dimensional integral representation of the eigenvalues, which facilitates their numerical computation. |
| نوع الوثيقة: |
text |
| اللغة: |
unknown |
| العلاقة: |
http://arxiv.org/abs/1512.02863Test |
| الإتاحة: |
http://arxiv.org/abs/1512.02863Test |
| رقم الانضمام: |
edsbas.46988D0E |
| قاعدة البيانات: |
BASE |
