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The k-step spatial sign covariance matrix

C. Croux (), Catherine Dehon () and A. Yadine ()

Advances in Data Analysis and Classification, 2010, vol. 4, issue 2, pages 137-150

Keywords: Breakdown point; Multivariate analysis; Principal components; Robust estimation; Spatial signs; 62 (search for similar items in EconPapers)
Date: 2010
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Advances in Data Analysis and Classification is edited by H.-H. Bock, W. Gaul, A. Okada and M. Vichi

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