The spatial sign covariance matrix and its application for robust correlation estimation
Citation
Dürre , A , Fried , R & Vogel , D 2017 , ' The spatial sign covariance matrix and its application for robust correlation estimation ' , Austrian Journal of Statistics , vol. 46 , no. 3-4 Special Issue , pp. 13-22 . https://doi.org/10.17713/ajs.v46i3-4.667