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stat.CO2016★ 5 cited
Computing the Oja Median in R: The Package OjaNP
Daniel Fischer, Karl Mosler, Jyrki Möttönen +3
The Oja median is one of several extensions of the univariate median to the multivariate case. It has many nice properties, but is computationally demanding. In this paper, we firs…
stat.CO2015
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
Alexander Dürre, David E. Tyler, Daniel Vogel
We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the…