Geodesic
A Minimal Characterization of the Covariance Matrix.
Metrika, Tome 35 (1988) no. 3-4, pp. 49-52.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : minimal characterization of covariance matrices, non-singular covariance matrix, positive definite, symmetric, robust estimators of location and scale 
@article{MET_1988__35_3-4_176152,
     author = {R. Gr\"ubel},
     title = {A {Minimal} {Characterization} of the {Covariance} {Matrix.}},
     journal = {Metrika},
     pages = {49--52},
     publisher = {mathdoc},
     volume = {35},
     number = {3-4},
     year = {1988},
     zbl = {0638.62046},
     url = {http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176152/}
}
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R. Grübel. A Minimal Characterization of the Covariance Matrix.. Metrika, Tome 35 (1988) no. 3-4, pp. 49-52. http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176152/