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On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability - MaRDI portal

On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability (Q6606395)

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scientific article; zbMATH DE number 7914292
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English
On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
scientific article; zbMATH DE number 7914292

    Statements

    On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability (English)
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    16 September 2024
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    principal component analysis
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    point estimation
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    confidence zone estimation
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    robustness
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    weak identifiability
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