A note on positive semi-definiteness of some non-pearsonian correlation matrices
Year of publication: |
2009-06-14
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Authors: | Mishra, SK |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Robust correlation | outliers | Spearman’s rho | Blomqvist’s signum | Bradley’s absolute correlation | Shevlyakov’s median correlation | positive semi-definite matrix | fortran 77 | computer program |
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