Gini covariance matrix and its affine equivariant version

DOI10.1007/s00362-016-0842-zzbMath1419.62129arXiv1610.07925OpenAlexW2544722289MaRDI QIDQ2423184

Lauren Weatherall, Hailin Sang, Xin Dang

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.07925

zbMATH Keywords

symmetrizationefficiencyinfluence functionaffine equivarianceGini mean differencespatial rankscatter M-estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Two symmetric and computationally efficient Gini correlations ⋮ Bounds for Gini's mean difference based on first four moments, with some applications

Uses Software

• ICSNP
• mnormt
• MNM
• fastM

Cites Work

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