The asymptotic covariance matrix of the Oja median
β Scribed by M. Nadar; T.P. Hettmansperger; H. Oja
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 245 KB
- Volume
- 64
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and standardized eigenvalues of the covariance ma
The asymptotic distribution of the Tukey median has recently been obtained by Nolan in a bivariate setting and by Bai and He in the general multivariate case. To establish their theorem, these authors made a strong symmetry hypothesis on the distribution and, in the case of Bai and He, assumed the e