The \(k\)-step spatial sign covariance matrix (Q2442779)
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scientific article; zbMATH DE number 6276508
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The \(k\)-step spatial sign covariance matrix |
scientific article; zbMATH DE number 6276508 |
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The \(k\)-step spatial sign covariance matrix (English)
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1 April 2014
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breakdown point
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multivariate analysis
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principal components
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robust estimation
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spatial signs
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0.8312470316886902
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0.8188461661338806
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0.814922571182251
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0.8142353892326355
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0.8142353892326355
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