Inferences based on multiple skipped correlations

DOI10.1016/S0167-9473(03)00043-4zbMATH Open1429.62214OpenAlexW2061410166MaRDI QIDQ956750FDOQ956750

Authors: Rand R. Wilcox 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(03)00043-4

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zbMATH Keywords

projection methodsPearson's correlationtests of independencemultivariate outliers

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Algorithm AS 307: Bivariate Location Depth
• Robust Statistics
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Robust m-estimators of multivariate location and scatter
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Constrained \(M\)-estimation for multivariate location and scatter
• Title not available (Why is that?)
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Robust Estimation of Dispersion Matrices and Principal Components
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Identification of Outliers in Multivariate Data
• Title not available (Why is that?)
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Robust Estimates of Location: Survey and Advances
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• High-dimensional computation of the deepest location.
• Robust Singular Value Decompositions: A New Approach to Projection Pursuit
• Robust bivariate boxplots and multiple outlier detection.
• Title not available (Why is that?)
• Resistant outlier rules and the non-Gaussian case.
• Title not available (Why is that?)
• Performance of Some Resistant Rules for Outlier Labeling
• Title not available (Why is that?)
• Inferences Based on a Skipped Correlation Coefficient

Cited In (4)

• Improved methods for making inferences about multiple skipped correlations
• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
• Inferences Based on a Skipped Correlation Coefficient
• Influence functions of the Spearman and Kendall correlation measures

Uses Software

• AS 307

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