The sample covariance is not efficient for elliptical distributions
type: Item
instance of: scholarly article
title: The sample covariance is not efficient for elliptical distributions
zbMATH Open document ID: 0998.62052
author: Michael Falk
published in: Journal of Multivariate Analysis
publication date: 2002-06-05T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 1750335
zbMATH Keywords: elliptical distribution
zbMATH Keywords: spherically symmetric distribution
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: LAN
zbMATH Keywords: regular estimator
zbMATH Keywords: efficient estimator
MaRDI profile type: Publication
full work available at URL: jmva.2000.1983
OpenAlex ID: W2048571138
cites work: On the theory of elliptically contoured distributions
cites work: Elliptically Symmetric Distributions: A Review and Bibliography
cites work: A note on the comedian for elliptical distributions
cites work: Q3996150
cites work: Q4219536
cites work: Q3939036
cites work: Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
DOI: 10.1006/JMVA.2000.1983
description: scientific article; zbMATH DE number 1750335