On Robust estimation of a correlation coefficient

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 1997 English Publisher:Springer Science and Business Media LLCJournal:Journal of Mathematical Sciences, volume 83, pages 434-438 (issn: 1072-3374, eissn: 1573-8795,

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Authors: Shevlyakov, G. L.;

doi: 10.1007/bf02400929

On Robust estimation of a correlation coefficient

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Abstract

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Related Organizations

Peter the Great St. Petersburg Polytechnic University
Russian Federation
St. Petersburg State Technological Institute
Russian Federation

Keywords

bivariate normal distribution, contamination, Measures of association (correlation, canonical correlation, etc.), median correlation coefficient, Estimation in multivariate analysis, Robustness and adaptive procedures (parametric inference), robust estimates, correlation coefficient, influence functions

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