Description Details Author(s) References
R functions for correlation estimation based on spatial signs. Including spatial sign correlation and two stage spatial sign correlation.
Package: | sscor |
Type: | Package |
Version: | 0.1 |
Date: | 2015-4-22 |
License: | GPL-2 | GPL-3 |
Alexander Dürre, Daniel Vogel
Maintainer: Alexander Dürre <alexander.duerre@udo.edu>
Dürre, A., Vogel, D., Fried, R. (2015): Spatial sign correlation, Journal of Multivariate Analyis, vol. 135, 89–105. arvix 1403.7635
Dürre, A., Vogel, D. (2016): Asymptotics of the two-stage spatial sign correlation, Journal of Multivariate Analyis, vol. 144, 54–67. arxiv 1506.02578
Dürre, A., Tyler, D. E., Vogel, D. (2016): On the eigenvalues of the spatial sign covariance matrix in more than two dimensions, to appear in: Statistics and Probability Letters. arvix 1512.02863
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