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    Open Access

    The k-step spatial sign covariance matrix

    The Sign Covariance Matrix is an orthogonal equivariant estimator of multivariate scale. It is often used as an easy-to-compute and highly robust estimator. In this paper we propose a k-step version of the Sign C...

    C. Croux, C. Dehon, A. Yadine in Advances in Data Analysis and Classification (2010)