The sample covariance is not efficient for elliptical distributions (Q1599245)
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scientific article; zbMATH DE number 1750335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sample covariance is not efficient for elliptical distributions |
scientific article; zbMATH DE number 1750335 |
Statements
The sample covariance is not efficient for elliptical distributions (English)
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5 June 2002
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elliptical distribution
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spherically symmetric distribution
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local asymptotic normality
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LAN
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regular estimator
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efficient estimator
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