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.
Acknowledgment
The authors are thankful to the reviewer for their valuable comments and efforts towards improving our manuscript.