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Sn covariance

Sajana O. Kunjunni and Sajesh T. Abraham

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 24, 6133-6138

Abstract: Main purpose of this paper is to study a robust measure of estimating dependence between random variables that can be used as an alternative to classical covariance estimator. An efficient univariate nested L-estimator (repeated median) Sn with high breakdown point is used to define bivariate dispersion. Results regarding in the characteristics of proposed estimator is discussed through this paper.

Date: 2020
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DOI: 10.1080/03610926.2019.1628275

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