The k-step spatial sign covariance matrix
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Volume (Year): 4 (2010)
Issue (Month): 2 (September)
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References listed on IDEAS
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- Rousseeuw, Peter J. & Croux, Christophe, 1994. "The bias of k-step M-estimators," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 411-420, August.
- Lutz Dümbgen & David E. Tyler, 2005. "On the Breakdown Properties of Some Multivariate M-Functionals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 247-264.
- Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
- Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
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