Interpoint-ranking sign covariance for the test of independence
Sign Up to like & getrecommendations! Published in 2021 at "Biometrika"
DOI: 10.1093/biomet/asab011
Abstract: We generalize the sign covariance introduced by Bergsma & Dassios (2014) to multivariate random variables and beyond. The new interpoint-ranking sign covariance is applicable to general types of random objects as long as a meaningful… read more here.
Keywords: sign; interpoint ranking; sign covariance; ranking sign ... See more keywords
Bias Adjusted Sign Covariance Matrix
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2021.3134940
Abstract: The spatial sign covariance matrix (SSCM), also known as the normalized sample covariance matrix (NSCM), has been widely used in signal processing as a robust alternative to the sample covariance matrix (SCM). It is well-known… read more here.
Keywords: matrix; covariance matrix; covariance; bias adjusted ... See more keywords