Spatial sign correlation (Q2256748)

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Spatial sign correlation
scientific article

    Statements

    title
    Spatial sign correlation (English)
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    author
    Alexander Dürre
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    Daniel Vogel
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    Roland Fried
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    publication date
    20 February 2015
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    zbMATH Keywords
    elliptical distribution
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    Gaussian rank correlation
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    Gnanadesikan-Kettenring estimator
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    Kendall's tau
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    spatial median
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    spatial sign covariance matrix
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    Spearman's rho
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    describes a project that uses
    mvtnorm
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    pcaPP
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    rrcov
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    R
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    MNM
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    robustbase
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    ICSNP
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    62G05
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    62G35
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    zbMATH DE Number
    6406748
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