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Principal points and elliptical distributions from the multivariate setting to the functional case

In this paper, we present an extension of the properties of principal points, self-consistent points and elliptical distribution results obtained in the euclidean setting to the functional elliptical distribution case, i.e., when dealing with random elements over a separable Hilbert space .
Year of publication:
2009
Authors: Bali, Juan Lucas ; Boente, Graciela
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 17, p. 1858-1865
Publisher: Elsevier
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005023149
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