Corrigendum to "The spatial sign covariance matrix with unknown location" [J. Multivariate Analysis 130 (2014) 107-117].
Alexander DürreDaniel VogelDavid E. TylerPublished in: J. Multivar. Anal. (2015)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- spatial data
- sample size
- correlation matrix
- gaussian mixture
- multivariate gaussian
- objective function
- pseudo inverse
- eigendecomposition
- mahalanobis distance
- positive definite
- principal components
- eigenvalues and eigenvectors
- geometrical interpretation
- estimation error
- model selection
- special case
- similarity measure