A minimal characterization of the covariance matrix

DOI10.1007/BF02613285zbMath0638.62046MaRDI QIDQ1099540

Rudolf Grübel

Publication date: 1988

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176152

zbMATH Keywords

symmetricpositive definiteminimal characterization of covariance matricesnon-singular covariance matrixrobust estimators of location and scale

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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