A robust partial correlation measure

DOI10.1080/10485259508832630zbMath0873.62057OpenAlexW2072930032MaRDI QIDQ4345882

Sudhakar H. Rao, Gerald L. Sievers

Publication date: 28 July 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832630

zbMATH Keywords

consistencyasymptotic distributionsKendall's tauresidualsrobustness to outliershypothesis of conditional independencePearson's partial correlation coefficientrank estimates of regression parametersrobust, efficient measure of partial associationweighted Gini's mean difference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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• A weighted dispersion function for estimation in linear models
• The performance of some correlation coefficients for a general bivariate distribution
• Tests of hypotheses based on ranks in the general linear model
• Tests of partial correlation in a linear model
• A Measure Of Association Based On Gin's Mean Difference

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