The spatial sign covariance matrix and its application for robust correlation estimation
| Data(s) |
21/06/2016
21/06/2016
07/06/2016
|
|---|---|
| Resumo |
8 pages, 2 figures, to be published in the conference proceedings of 11th international conference "Computer Data Analysis & Modeling 2016" Other |
| Identificador |
Dürre , A , Fried , R & Vogel , D 2016 ' The spatial sign covariance matrix and its application for robust correlation estimation ' . PURE: 68370819 PURE UUID: ffa26cb0-e084-4f83-888f-03ef57e9ad59 ArXiv: http://arxiv.org/abs/1606.02274v1 |
| Idioma(s) |
eng |
| Palavras-Chave | #stat.ME #62H20 (Primary) 62H11, 62G05 (Secondary) #QA Mathematics #QA |
| Tipo |
Working or discussion paper |
| Contribuinte(s) |
University of Aberdeen, Natural & Computing Sciences, Mathematical Sciences University of Aberdeen, Institute for Complex Systems and Mathematical Biology (ICSMB) |
