The spatial sign covariance matrix and its application for robust correlation estimation
Date
2017-04
Journal Title
Journal ISSN
Volume Title
Publisher
Citation
Dürre, A, Fried, R & Vogel, D 2017, 'The spatial sign covariance matrix and its application for robust correlation estimation', Austrian Journal of Statistics, vol. 46, no. 3-4 Special Issue, pp. 13-22. https://doi.org/10.17713/ajs.v46i3-4.667