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Location and scatter functionals and sample statistics

  • Hannu OjaEmail author
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 199)

Abstract

In this chapter, we introducemultivariate location and scatter functionals, M(F) and S(F), which can be used to describe the multivariate distribution. The sample versions of the functionals, M(Y) and S(Y), respectively, can then often be used to estimate the population parameters μ and Σ in the semiparametric models introduced in Chapter 2. Some general properties and the use of the sample statistics are discussed.

Keywords

Independent Component Analysis Independent Component Analysis Scatter Matrix Location Vector Breakdown Point 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Tampere School of Public HealthUniversity of TampereTampereFinland

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