Sign and rank covariance matrices (Q5928952)
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scientific article; zbMATH DE number 1587778
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| English | Sign and rank covariance matrices |
scientific article; zbMATH DE number 1587778 |
Statements
Sign and rank covariance matrices (English)
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31 July 2001
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influence function
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covariance estimator
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covariance matrix
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multivariate sign and rank
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0.8268672227859497
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0.822744607925415
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0.8142353892326355
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