Sn covariance

dc.contributor.author	Kunjunni, Sajana O
dc.contributor.author	Abraham, Sajesh T
dc.date.accessioned	2022-02-22T08:30:31Z
dc.date.available	2022-02-22T08:30:31Z
dc.date.issued	2019-06-16
dc.identifier.citation	O.Kunjunni SajanaT.Abraham Sajesh. Sn covariance,Taylor & Francis,Communications in Statistics - Theory and Methods,2020,vol-49.	en_US
dc.identifier.issn	0361-0926
dc.identifier.other	10.1080/03610926.2019.1628275
dc.identifier.uri	http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/121
dc.description.abstract	Main purpose of this paper is to study a robust measure of estimating dependence between random variables that can be used as an alternative to classical covariance estimator. An efficient univariate nested L-estimator (repeated median) Sn with high breakdown point is used to define bivariate dispersion. Results regarding in the characteristics of proposed estimator is discussed through this paper.	en_US
dc.language.iso	en	en_US
dc.publisher	Taylor & Francis Online	en_US
dc.subject	Robust estimation	en_US
dc.subject	scale	en_US
dc.subject	covariance	en_US
dc.subject	finite efficiency	en_US
dc.title	Sn covariance	en_US
dc.type	Article	en_US