Improved methods for making inferences about multiple skipped correlations

DOI10.1080/00949655.2018.1501051MaRDI QIDQ4960745zbMATH OpenOpenAlexWikidataFDO

Authors Rand R. Wilcox, Guillaume A. Rousselet, Cyril R. Pernet

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.05048, http://eprints.gla.ac.uk/165940/8/165940.pdf

zbMATH Keywords

Spearman's rhoprojection methodsPearson's correlationtests of independencemultivariate outliers

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3058304 (Why is no real title available?)
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• A new distribution-free quantile estimator
• A sharper Bonferroni procedure for multiple tests of significance
• Estimates of the Regression Coefficient Based on Kendall's Tau
• High breakdown-point and high efficiency robust estimates for regression
• Improved methods for making inferences about multiple skipped correlations
• Inferences based on multiple skipped correlations
• Influence functions of the Spearman and Kendall correlation measures
• Introduction to robust estimation and hypothesis testing
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• Resistant outlier rules and the non-Gaussian case.
• Robust Estimation of Dispersion Matrices and Principal Components
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

Cited in

(1)

• Improved methods for making inferences about multiple skipped correlations

Describes a project that uses

Uses Software

• Robust Correlation Toolbox
• R
• Matlab

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