Estimators of the multiple correlation coefficient: local robustness and confidence intervals

DOI10.1007/S00362-003-0158-7zbMath1052.62028OpenAlexW2063325576MaRDI QIDQ1880269

Christophe Croux, Catherine Dehon

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/8454/1/cad-0004.pdf

zbMATH Keywords

robustnessinfluence functionmultiple correlation coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

High leverage points and vertical outliers resistant model selection in regression ⋮ On the robustness of Mallows’ C_p criterion ⋮ High-breakdown robust multivariate methods ⋮ A robust predictive approach for canonical correlation analysis ⋮ Statistical Inference for a Robust Measure of Multiple Correlation ⋮ A robust coefficient of determination for regression ⋮ Testing symmetry around a subspace ⋮ Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions ⋮ Breakdown and groups. (With discussions and rejoinder) ⋮ Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology ⋮ Confidence Intervals for the Normal Multiple Correlation

Cites Work

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• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
• Robust Statistics

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