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On eigenvalues of a high-dimensional spatial-sign covariance matrix

On eigenvalues of a high-dimensional spatial-sign covariance matrix

28 January 2019
Weiming Li
Qinwen Wang
Jianfeng Yao
Wang Zhou
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Papers citing "On eigenvalues of a high-dimensional spatial-sign covariance matrix"

2 / 2 papers shown
Title
Likelihood ratio tests under model misspecification in high dimensions
Likelihood ratio tests under model misspecification in high dimensions
Nina Dórnemann
31
10
0
10 Mar 2022
The spatial sign covariance matrix with unknown location
The spatial sign covariance matrix with unknown location
A. Dürre
D. Vogel
David E. Tyler
38
23
0
22 Jul 2013
1