On robust estimation of a correlation coefficient

DOI10.1007/BF02400929MaRDI QIDQ1365733zbMATHFDO

Authors G. L. Shevlyakov

Publication date 8 September 1997

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

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)

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Cites work

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• Robust Estimation of a Location Parameter
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