On robust estimation of a correlation coefficient

DOI10.1007/BF02400929zbMATH Open0891.62022MaRDI QIDQ1365733FDOQ1365733

Authors: G. L. Shevlyakov 

Publication date: 8 September 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 1301948
• Robust methods of estimation of correlation coefficients
• Robust Inference for the Correlation Coefficient—A Parametric Method
• scientific article; zbMATH DE number 1834005
• A robust maximum likelihood estimator for the correlation coefficient

zbMATH Keywords

bivariate normal distributioninfluence functionsrobust estimatescontaminationcorrelation coefficientmedian correlation coefficient

Mathematics Subject Classification ID

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

Cites Work

• Robust Estimation of a Location Parameter
• Title not available (Why is that?)
• On a Measure of Dependence Between two Random Variables
• Robust estimation and outlier detection with correlation coefficients

Cited In (28)

• Robust Inference for the Correlation Coefficient—A Parametric Method
• Testing the random walk hypothesis through robust estimation of correlation
• Title not available (Why is that?)
• Robustness of correlation coefficient and variance ratio under elliptical symmetry
• Title not available (Why is that?)
• Robust methods of estimation of correlation coefficients
• Title not available (Why is that?)
• Comparing dependent robust correlations
• Robustness properties of dispersion estimators
• Robustness and monotonicity properties of generalized correlation coefficients
• On The robusiness of Tesis of correlation coefficient in the presence of an outlier
• A Rank Correlation Coefficient Resistant to Outliers
• Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions
• Location and scale estimation with correlation coefficients
• A quick and rather accurate estimate of Pearson's correlation coefficient \(\rho\) from scatter diagrams
• A general robustness property of rank correlations
• Spatial sign correlation
• A robust maximum likelihood estimator for the correlation coefficient
• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions
• Robust measures of association in the correlation model
• Sensitivity and influence analysis of estimators of correlation coefficients
• Robust coefficient estimation of Walsh functions
• Robust estimator for correlated observations based on bifactor equivalent weights
• Estimation in Robert's correlation model for twin studies
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Title not available (Why is that?)
• Unbiased estimator of correlation coefficient
• Title not available (Why is that?)

This page was built for publication: On robust estimation of a correlation coefficient

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1365733)