On Tyler's \(M\)-functional of scatter in high dimension (Q1280561)
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scientific article; zbMATH DE number 1262356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Tyler's \(M\)-functional of scatter in high dimension |
scientific article; zbMATH DE number 1262356 |
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On Tyler's \(M\)-functional of scatter in high dimension (English)
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26 May 1999
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M-functional
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differentiability
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dimensional asymptotics
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elliptical symmetry
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scatter matrix
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symmetrization
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