Statistical inference for a robust measure of multiple correlation

DOI10.1007/978-3-642-57489-4_86MaRDI QIDQ3298748zbMATH OpenOpenAlexFDO

Authors Catherine Dehon, Christophe Croux

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_86

zbMATH Keywords

confidence intervalrobustnessregression analysismultiple correlationF-statisticR-squared statistic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust measures of association in the correlation model
• A note on the computation of robust, bounded influence estimates and test statistics in regression
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• A robust coefficient of determination for regression
• scientific article; zbMATH DE number 3905646

Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
• Coefficients of determination for least absolute deviation analysis
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Least Median of Squares Regression

Cited in

(5)

• A robust coefficient of determination for regression
• Detecting positive correlations in a multivariate sample
• Robust measures of association in the correlation model
• Robust scale estimation under shifts in the mean
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals

This page was built for publication: Statistical inference for a robust measure of multiple correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3298748)