Estimators of the multiple correlation coefficient: local robustness and confidence intervals

DOI10.1007/s00362-003-0158-7zbMath1052.62028OpenAlexW2063325576MaRDI QIDQ1880269

Christophe Croux, Catherine Dehon

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/8454/1/cad-0004.pdf

zbMATH Keywords

robustnessinfluence functionmultiple correlation coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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