On robust estimation of a correlation coefficient
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Publication:1365733
DOI10.1007/BF02400929zbMath0891.62022MaRDI QIDQ1365733
Publication date: 8 September 1997
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
correlation coefficientcontaminationbivariate normal distributioninfluence functionsrobust estimatesmedian correlation coefficient
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)
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