On robust estimation of a correlation coefficient
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Publication:1365733
DOI10.1007/BF02400929zbMath0891.62022MaRDI QIDQ1365733
Publication date: 8 September 1997
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
correlation coefficient; contamination; bivariate normal distribution; influence functions; robust estimates; median correlation coefficient
62H12: Estimation in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62F35: Robustness and adaptive procedures (parametric inference)
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