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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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