120 citations · 545 across the 20 of their papers we have counts for
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stat.ME2013★ 1 cited
The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions
Andrew F. Magyar, David E. Tyler
The asymptotic efficiency of the spatial sign covariance matrix (SSCM) relative to affine equivariant estimates of scatter is studied in detail. In particular, the SSCM is shown to…
math.ST2013★ 24 cited
The spatial sign covariance matrix with unknown location
Alexander Dürre, Daniel Vogel, David E. Tyler
The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behavior when using…
math.ST2013★ 8 cited
Robust estimators for non-decomposable elliptical graphical models
Daniel Vogel, David E. Tyler
Asymptotic properties of scatter estimators for elliptical graphical models are studied. Such models impose a given pattern of zeros on the inverse of the shape matrix of an ellipt…