Gini covariance matrix and its affine equivariant version
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-016-0842-z.pdf
Reference50 articles.
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3. Carcea M, Serfling R (2015) A Gini autocovariance function for time series modeling. J Time Ser Anal 36:817–838
4. Chakraborty B, Chaudhuri P (1996) On a transformation and re-transformation technique for constructing an affine equivariant multivariate median. Proc Am Math Soc 124(8):2539–2547
5. Croux C, Ollila E, Oja H (2002) Sign and rank covariance matrices: statistical properties and application to principal components analysis. In: Dodge Y (ed) Statistical data analysis based on the L1-norm and related methods. Birkhauser, Basel, pp 257–271
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