mlsanityData to 7 Oct 2026

Spatial Sign Correlation

arXiv 1403.7635 ↗First posted 29 Mar 2014stat.MEcited by 1

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Abstract (arXiv)

A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied and compared to other robust correlation estimators by means of numerical simulations.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). First posted on arXiv 29 Mar 2014.

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  1. 2023Edgewise outliers of network indexed signalscited by 0