A Minimal Characterization of the Covariance Matrix.
Metrika, Tome 35 (1988) no. 3-4, pp. 49-52
Cet article a éte moissonné depuis 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},
year = {1988},
volume = {35},
number = {3-4},
zbl = {0638.62046},
url = {http://geodesic.mathdoc.fr/item/MET_1988__35_3-4_176152/}
}
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/