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Showing 1 to 3 of 3 for “"Spatial Rank"”.
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Gini Covariance Matrix and its Affine Equivariant Version
… of GMD with the notion of multivariate spatial rank function. In order to gain the affine equivariance property for GCM, we utilize the transformation-retransformation (TR) technique and obtain TR version GCM that turns out to be a symmetrized M-functional. Indeed, both GCMs are …
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Contributions to Robust Methods: Modified Rank Covariance Matrix and Spatial-EM Algorithm
… on different notions of multivariate sign and rank. Among them, the spatial rank based covariance matrix estimator that utilizes a robust scale estimator (MRCM) is especially appealing due to its high robustness, computational ease and good efficiency. In this dissertation, properties of the …
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Rank-based Two Sample Tests Under a General Alternative
… statistics. In this dissertation, I first study rank based formulation of univariate two-sample distribution-free tests. One form of the test statistic is the average of between-group distances of ranks. The other form of the test statistic is the difference between the average of between-group …