Journal
STATISTICS & PROBABILITY LETTERS
Volume 80, Issue 17-18, Pages 1409-1413Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2010.05.006
Keywords
Mime equivariance; Robust multivariate statistics; Sparse data
Categories
Funding
- National Science Foundation [DMS-0906773]
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [906773] Funding Source: National Science Foundation
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For a p-dimensional data set of size n <= p + 1 in general position, it is shown that the only affine equivariant multivariate location statistic is the sample mean vector and that any affine equivariant scatter matrix must be proportional to the sample covariance matrix, with the proportionality constant not being dependent on the data. (C) 2010 Elsevier B.V. All rights reserved.
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