A scatter matrix estimate based on the zonotope

Annals of Statistics

Volumn 31, Issue 5, 2003, Pages 1439-1459

  Koshevoy, Gleb A ^a   Möttönen, Jyrki ^b   Oja, Hannu ^c  

^a CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

^b UNIVERSITY OF OULU   (Finland)

^c UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Interdirection; Multivariate mean deviation; Multivariate median; Multivariate signs; Parallelotope; Scatter matrix; Sign covariance matrix; Zonoid; Zonoid covariance matrix; Zonotope

Indexed keywords

EID: 10744230913     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1065705114     Document Type: Article

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