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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Working Paper: The K-Step Spatial Sign Covariance Matrix (2010) 
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Persistent link: http://EconPapers.repec.org/RePEc:spr:advdac:v:4:y:2010:i:2:p:137-150
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