The spatial sign covariance matrix with unknown location
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dürre, Alexander & Vogel, Daniel, 2016. "Asymptotics of the two-stage spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 54-67.
- Dürre, Alexander & Tyler, David E. & Vogel, Daniel, 2016. "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 80-85.
- Dürre, Alexander & Vogel, Daniel & Fried, Roland, 2015. "Spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 89-105.
More about this item
KeywordsElliptical distribution; Marcinkiewicz SLLN; Spatial median; Spatial sign;
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