Statistical inference for a robust measure of multiple correlation

DOI10.1007/978-3-642-57489-4_86zbMATH Open1446.62012OpenAlexW1553429221MaRDI QIDQ3298748FDOQ3298748

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

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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)

Cites Work

• Least Median of Squares Regression
• Title not available (Why is that?)
• Coefficients of determination for least absolute deviation analysis
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models

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

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