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April 1, 2014 SPATIAL SIGN CORRELATION ¨ ALEXANDER DURRE, DANIEL VOGEL, AND ROLAND FRIED Abstract. A new robust correlation estimator based on the spatial sign covariance matrix
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Document Date: 2014-03-31 21:09:20
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April 1, 2014 SPATIAL SIGN CORRELATION ¨ ALEXANDER DURRE, DANIEL VOGEL, AND ROLAND FRIED Abstract. A new robust correlation estimator based on the spatial sign covariance matrix