Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of shape
نویسندگان
چکیده
منابع مشابه
Semiparametrically Efficient Rank - Based Inference for Shape Ii . Optimal R - Estimation of Shape
A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical distribution. These R-estimators are root-n consistent under any radial density g, without any moment assumptions, and semiparametrically efficient at some pre...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2006
ISSN: 0090-5364
DOI: 10.1214/009053606000000948