Rank covariance matrix estimation of a partially known covariance matrix
type: Item
instance of: scholarly article
title: Rank covariance matrix estimation of a partially known covariance matrix
zbMATH Open document ID: 1146.62041
author: K. Kuljus
author: Dietrich Von Rosen
published in: Journal of Statistical Planning and Inference
publication date: 2008-10-29T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5358734
zbMATH Keywords: multivariate ranks
zbMATH Keywords: marginal rank covariance matrix
zbMATH Keywords: elliptical distributions
zbMATH Keywords: affine equivariance
MaRDI profile type: Publication
full work available at URL: j.jspi.2007.11.015
OpenAlex ID: W2072163283
cites work: Q3999358
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cites work: Consistency property of elliptical probability density functions
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cites work: Descriptive statistics for multivariate distributions
cites work: Q4461346
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cites work: Affine equivariant multivariate rank methods
DOI: 10.1016/J.JSPI.2007.11.015
description: scientific article; zbMATH DE number 5358734