On jackknifing the symmetrized Tyler matrix

DOI10.1080/02331888.2020.1824230zbMath1465.62066OpenAlexW3090539412MaRDI QIDQ4987652

František Rublík

Publication date: 3 May 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1824230

zbMATH Keywords

asymptotic confidence interval for correlation coefficientconsistency of jackknife estimatorsymmetrized Tyler matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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