sscor: Robust Correlation Estimation and Testing Based on Spatial Signs. Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Dürre, Alexander; Tyler, David E.; Vogel, Daniel: On the eigenvalues of the spatial sign covariance matrix in more than two dimensions (2016)
- Dürre, Alexander; Vogel, Daniel: Asymptotics of the two-stage spatial sign correlation (2016)