Rank covariance matrix estimation of a partially known covariance matrix (Q951021)
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scientific article; zbMATH DE number 5358734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank covariance matrix estimation of a partially known covariance matrix |
scientific article; zbMATH DE number 5358734 |
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Rank covariance matrix estimation of a partially known covariance matrix (English)
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29 October 2008
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multivariate ranks
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marginal rank covariance matrix
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elliptical distributions
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affine equivariance
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