On Tyler's M-Functional of Scatter in High Dimension

Lutz Dümbgen

Annals of the Institute of Statistical Mathematics, 1998, vol. 50, issue 3, 491 pages

Keywords: Differentiability; dimensional asymptotics; elliptical symmetry; M-functional; scatter matrix; symmetrization (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1003573311481

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