Improved methods for making inferences about multiple skipped correlations

DOI10.1080/00949655.2018.1501051OpenAlexW2884407109WikidataQ129467510 ScholiaQ129467510MaRDI QIDQ4960745FDOQ4960745

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

zbMATH Keywords

Spearman's rhoprojection methodsPearson's correlationtests of independencemultivariate outliers

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Influence functions of the Spearman and Kendall correlation measures
• A sharper Bonferroni procedure for multiple tests of significance
• Robust Estimation of Dispersion Matrices and Principal Components
• High breakdown-point and high efficiency robust estimates for regression
• A new distribution-free quantile estimator
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• Inferences based on multiple skipped correlations
• Estimates of the Regression Coefficient Based on Kendall's Tau
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Resistant outlier rules and the non-Gaussian case.
• Title not available (Why is that?)
• Introduction to robust estimation and hypothesis testing
• Improved methods for making inferences about multiple skipped correlations

Cited In (1)

• Improved methods for making inferences about multiple skipped correlations

Uses Software

• Matlab
• R
• Robust Correlation Toolbox

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