The spatial sign covariance matrix and its application for robust correlation estimation
| dc.contributor.author | Dürre, Alexander | |
| dc.contributor.author | Fried, Roland | |
| dc.contributor.author | Vogel, Daniel | |
| dc.contributor.institution | University of Aberdeen.Mathematical Science | en |
| dc.contributor.institution | University of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB) | en |
| dc.date.accessioned | 2016-06-21T15:40:05Z | |
| dc.date.available | 2016-06-21T15:40:05Z | |
| dc.date.issued | 2017-04 | |
| dc.description | 8 pages, 2 figures, to be published in the conference proceedings of 11th international conference "Computer Data Analysis & Modeling 2016" http://www.ajs.or.at/index.php/ajs/about/editorialPolicies#openAccessPolicy | en |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 10 | |
| dc.format.extent | 484930 | |
| dc.identifier | 93726976 | |
| dc.identifier | ffa26cb0-e084-4f83-888f-03ef57e9ad59 | |
| dc.identifier | 85018363622 | |
| dc.identifier.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 | en |
| dc.identifier.doi | 10.17713/ajs.v46i3-4.667 | |
| dc.identifier.iss | 3 | en |
| dc.identifier.issn | 1026-597X | |
| dc.identifier.other | ArXiv: http://arxiv.org/abs/1606.02274v1 | |
| dc.identifier.other | ORCID: /0000-0002-6360-4077/work/77724536 | |
| dc.identifier.uri | http://hdl.handle.net/2164/6150 | |
| dc.identifier.vol | 46 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Austrian Journal of Statistics | en |
| dc.subject | Eigenvalues | en |
| dc.subject | Elliptical distribution | en |
| dc.subject | Fixed-point algorithm | en |
| dc.subject | Influence function | en |
| dc.subject | QA Mathematics | en |
| dc.subject | General Decision Sciences | en |
| dc.subject | General Mathematics | en |
| dc.subject.lcc | QA | en |
| dc.title | The spatial sign covariance matrix and its application for robust correlation estimation | en |
| dc.type | Journal article | en |