# Spatial Sign Correlation

arXiv: https://arxiv.org/abs/1403.7635 · HTML: https://mlsanity.com/paper/1403.7635/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Mar 2014.

## Built on by (most cited first, 1 of 1)

- [Edgewise outliers of network indexed signals](https://mlsanity.com/paper/2307.11239/) (2023)

## 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.