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

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  • Lutz Dümbgen

Abstract

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Suggested Citation

  • Lutz Dümbgen, 1998. "On Tyler's M-Functional of Scatter in High Dimension," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 471-491, September.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:3:p:471-491
    DOI: 10.1023/A:1003573311481
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    Cited by:

    1. Davy Paindaveine & Germain Van Bever, 2013. "Inference on the Shape of Elliptical Distribution Based on the MCD," Working Papers ECARES ECARES 2013-27, ULB -- Universite Libre de Bruxelles.
    2. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.

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