On the eigenvalues of the spatial sign covariance matrix in more than two dimensions

Abstract

Acknowledgments Alexander Dürre was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. David E. Tyler was supported in part by the National Science Foundation grant DMS-1407751. A visit of Daniel Vogel to David E. Tyler was supported by a travel grant from the Scottish Universities Physics Alliance. The authors are grateful to the editors and referees for their constructive comments.Non peer reviewedPostprin