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Avtomatika i Telemekhanika, 2006, Issue 12, Pages 86–105
(Mi at1254)
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This article is cited in 4 scientific papers (total in 4 papers)
Stochastic Systems
Robust estimation of a correlation coefficient for $\varepsilon$-contaminated bivariate normal distributions
J. W. Leea, G. L. Shevlyakovb, V. I. Shinb a Institute of Technology, Kumi, South Korea
b Institute of Science and Technology, Gwangju, South Korea
Abstract:
Robust estimations of a correlation coefficient, based on: (i) direct robust analogues of a sample correlation coefficient, (ii) nonparametric estimations of correlation, (iii) robust regression, (iv) robust estimation of the major constituents of a variance, (v) stable estimation of parameters, and (vi) preliminary removal of outliers from data with the following application of a sample correlation coefficient to the residuary observations, are studied. Their application to contaminated normal models on small and large samples is studied, the best robust estimations from the suggested are pointed out.
Citation:
J. W. Lee, G. L. Shevlyakov, V. I. Shin, “Robust estimation of a correlation coefficient for $\varepsilon$-contaminated bivariate normal distributions”, Avtomat. i Telemekh., 2006, no. 12, 86–105; Autom. Remote Control, 67:12 (2006), 1940–1957
Linking options:
https://www.mathnet.ru/eng/at1254 https://www.mathnet.ru/eng/at/y2006/i12/p86
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Abstract page: | 253 | Full-text PDF : | 96 | References: | 37 | First page: | 1 |
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