Inferences based on multiple skipped correlations

DOI10.1016/S0167-9473(03)00043-4MaRDI QIDQ956750zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(03)00043-4

zbMATH Keywords

projection methodsPearson's correlationtests of independencemultivariate outliers

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 1590941 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 1131925 (Why is no real title available?)
• scientific article; zbMATH DE number 1958334 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Algorithm AS 307: Bivariate Location Depth
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• Constrained \(M\)-estimation for multivariate location and scatter
• High-dimensional computation of the deepest location.
• Identification of Outliers in Multivariate Data
• Inferences Based on a Skipped Correlation Coefficient
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Performance of Some Resistant Rules for Outlier Labeling
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Resistant outlier rules and the non-Gaussian case.
• Robust Estimates of Location: Survey and Advances
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust Singular Value Decompositions: A New Approach to Projection Pursuit
• Robust Statistics
• Robust bivariate boxplots and multiple outlier detection.
• Robust m-estimators of multivariate location and scatter
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator

Cited in

(4)

• Improved methods for making inferences about multiple skipped correlations
• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
• Inferences Based on a Skipped Correlation Coefficient
• Influence functions of the Spearman and Kendall correlation measures

Describes a project that uses

Uses Software

• AS 307

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