On The robusiness of Tesis of correlation coefficient in the presence of an outlier

DOI10.1080/03610928508828895MaRDI QIDQ3675335zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828895

zbMATH Keywords

arcsinecorrelation coefficientFisher's Zindependent bivariate observationsoutlierrobustness of testsrobustness significanceRuben's transformationStudent's t

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• Some properties of an angular transformation for the correlation coefficient

Cited in

(11)

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• On the choice of transformations of the correlation coefficient with or without an outlier
• A robust procedure for testing an assumed value of the population correlation coefficient
• Detection of outliers in signal processing and detection of number of signals in presence of outliers
• Robustness of GM-tests in autoregression against outliers
• On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
• A robust test for testing the correlation coefficient
• A Rank Correlation Coefficient Resistant to Outliers
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• Robust Inference for the Correlation Coefficient—A Parametric Method
• The effect of a single point on correlation and slope

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