|
Avtomatika i Telemekhanika, 1987, Issue 3, Pages 70–80
(Mi at4398)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Stochastic Systems
Robust methods of estimating the correlation coefficient
V. R. Pasman, G. L. Shevlyakov Leningrad
Abstract:
The paper is concerned with evaluating the correlation coefficient of a two-dimensional normal distribution with a sample «contaminated» with data distributed in a different way. Some conventional robust algorithms are studied and new ones are proposed. The possibility of employing these algorithms in robust estimation of covariance matrices and correlation functions of random processes is indicated.
Received: 12.02.1986
Citation:
V. R. Pasman, G. L. Shevlyakov, “Robust methods of estimating the correlation coefficient”, Avtomat. i Telemekh., 1987, no. 3, 70–80
Linking options:
https://www.mathnet.ru/eng/at4398 https://www.mathnet.ru/eng/at/y1987/i3/p70
|
Statistics & downloads: |
Abstract page: | 622 | Full-text PDF : | 422 | First page: | 2 |
|