Sign and rank covariance matrices

DOI10.1016/S0378-3758(00)00199-3zbMath0965.62049WikidataQ128081725 ScholiaQ128081725MaRDI QIDQ5928952

Samuli Visuri, Visa Koivunen, Hannu Oja

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

covariance estimatorcovariance matrixinfluence functionmultivariate sign and rank

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35)

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