Multivariate signs and ranks
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.
KeywordsScore Function Rank Function Univariate Sign Multivariate Normal Distribution Location Shift
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