<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension"^^ . "It is shown that Tyler's (1987) M-functional of scatter, whichis a robust surrogate for the covariance matrix of a distribution on R^p ,is Fr'echet-differentiable with respect to the weak topology. This propertyis derived in an asymptotic framework, where the dimension p may tend toinfinity. If applied to the empirical distribution of n i.i.d. randomvectors with elliptically symmetric distribution, the resulting estimatorhas the same asymptotic behavior as the sample covariance matrix in anormal model, provided that p tends to infinity and p/n tends to zero."^^ . "1997-05" . . . . . . . "Lutz"^^ . "Dümbgen"^^ . "Lutz Dümbgen"^^ . . . . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (PDF)"^^ . . . "beitrag.23.pdf"^^ . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (Other)"^^ . . . . . . "preview.jpg"^^ . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (Other)"^^ . . . . . . "medium.jpg"^^ . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (Other)"^^ . . . . . . "small.jpg"^^ . . . "The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #20935 \n\nThe Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension\n\n" . "text/html" . . . "310 Statistik"@de . "310 General statistics"@en . . . "510 Mathematik"@de . "510 Mathematics"@en . .