On robust estimation of a correlation coefficient

DOI10.1007/BF02400929zbMath0891.62022MaRDI QIDQ1365733

Georgy L. Shevlyakov

Publication date: 8 September 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

correlation coefficientcontaminationbivariate normal distributioninfluence functionsrobust estimatesmedian correlation coefficient

Mathematics Subject Classification ID

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

Related Items (2)

Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions ⋮ Testing the random walk hypothesis through robust estimation of correlation

Cites Work

• Robust estimation and outlier detection with correlation coefficients
• Robust Estimation of a Location Parameter
• On a Measure of Dependence Between two Random Variables
• Unnamed Item

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