sscor

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Robust Correlation Estimation and Testing Based on Spatial Signs

Alexander Duerre, Daniel Vogel

Last update: 28 January 2016

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2

Source code repository: https://github.com/cran/sscor

Cited In (2)

• On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
• Asymptotics of the two-stage spatial sign correlation

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