A robust partial correlation measure

DOI10.1080/10485259508832630MaRDI QIDQ4345882zbMATH OpenOpenAlexFDO

Authors Sudhakar H. Rao, Gerald L. Sievers

Publication date 28 July 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832630

zbMATH Keywords

asymptotic distributionsconsistencyhypothesis of conditional independenceKendall's tauPearson's partial correlation coefficientrank estimates of regression parametersresidualsrobust, efficient measure of partial associationrobustness to outliersweighted Gini's mean difference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A Measure Of Association Based On Gin's Mean Difference
• A weighted dispersion function for estimation in linear models
• scientific article; zbMATH DE number 3833122 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Tests of hypotheses based on ranks in the general linear model
• Tests of partial correlation in a linear model
• The performance of some correlation coefficients for a general bivariate distribution

Cited in

(7)

• Robust measures of association in the correlation model
• A framework for robust measurement of implied correlation
• A general robustness property of rank correlations
• scientific article; zbMATH DE number 3958451 (Why is no real title available?)
• Confidence Intervals for Partial Rank Correlations
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Robust and sparse estimation of graphical models based on multivariate winsorization

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