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Multivariate signs and ranks

  • Hannu OjaEmail author
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 199)

Abstract

In this chapter the concepts of multivariate spatial signs and ranks and signed-ranks are introduced. The centering and standardization of the scores are discussed. Different properties of the sign and rank scores are obtained. The sign and rank covariance matrices UCOV, TCOV, QCOV, and RCOV are introduced and discussed.

Keywords

Score Function Rank Function Univariate Sign Multivariate Normal Distribution Location Shift 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Tampere School of Public HealthUniversity of TampereTampereFinland

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