A scatter matrix estimate based on the zonotope

DOI10.1214/aos/1065705114zbMath1046.62058OpenAlexW1966071425WikidataQ110033209 ScholiaQ110033209MaRDI QIDQ1431434

Hannu Oja, Jyrki Möttönen, Gleb A. Koshevoy

Publication date: 9 June 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1065705114

zbMATH Keywords

zonotopezonoidmultivariate signsparallelotopemultivariate medianscatter matrixinterdirectionmultivariate mean deviationsign covariance matrixzonoid covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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