Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions

DOI10.1134/S0005117906120071zbMath1194.93172OpenAlexW2066636368MaRDI QIDQ885781

Zh. V. Li, Georgy L. Shevlyakov, Vladimir Shin

Publication date: 14 June 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117906120071

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Robust stability (93D09)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust methods of estimation of correlation coefficients
• Robust identification
• Moments and error expressions in polynomial minimum mean square estimation
• A note on the comedian for elliptical distributions
• Robust diagnostic regression analysis
• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions
• Variational optimization of the estimator stability
• Least Median of Squares Regression
• The Change-of-Variance Curve and Optimal Redescending M-Estimators
• The Influence Curve and Its Role in Robust Estimation
• Robust estimation and outlier detection with correlation coefficients
• Identification of Outliers in Multivariate Data
• Probability Theory
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness
• Robust Estimates of Location: Survey and Advances
• RANK AND PRODUCT-MOMENT CORRELATION
• On a Measure of Dependence Between two Random Variables
• NON-NORMALITY AND TESTS ON VARIANCES
• Robust Statistics

This page was built for publication: Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions