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.
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Oja, H. (2010). Multivariate signs and ranks. In: Multivariate Nonparametric Methods with R. Lecture Notes in Statistics(), vol 199. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0468-3_4
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DOI: https://doi.org/10.1007/978-1-4419-0468-3_4
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0467-6
Online ISBN: 978-1-4419-0468-3
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