@article{7a701c3b437a4dd597a0afa317c278fe,
title = "The spatial sign covariance matrix with unknown location",
abstract = "The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behaviors when using the mean and the spatial median as a location estimator.",
keywords = "Elliptical distribution, Marcinkiewicz SLLN, Spatial median, Spatial sign",
author = "Alexander D{\"u}rre and Daniel Vogel and Tyler, {David E.}",
note = "Funding Information: The authors are very thankful to Roland Fried for many fruitful research discussions and a thorough proofreading of the manuscript. We are also indebted to the referee and the associate editor, whose thoughtful comments helped to improve the revised version of the article. Alexander D{\"u}rre and Daniel Vogel were supported in part by the Collaborative Research Grant 823 of the German Research Foundation . David Tyler was supported in part by the NSF Grant DMS-0906773 . ",
year = "2014",
month = sep,
doi = "10.1016/j.jmva.2014.05.004",
language = "English (US)",
volume = "130",
pages = "107--117",
journal = "Journal of Multivariate Analysis",
issn = "0047-259X",
publisher = "Academic Press Inc.",
}