Robust Estimation of the Correlation Coefficient: An Attempt of Survey

Robust Estimation of the Correlation Coefficient: An Attempt of Survey

Various groups of robust estimators of the correlation coefficient are introduced. The performance of most prospective estimators is examined at contaminated normal distributions both on small and large samples, and the best of the proposed robust estimators are revealed.

Bibliographic Details
Main Authors: Georgy Shevlyakov, Pavel Smirnov
Format: Article
Language:English
Published: Austrian Statistical Society 2016-02-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/206
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spelling doaj-aa94861a85e64be2b8792c9091c507e82021-04-22T12:34:42ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-02-01401&210.17713/ajs.v40i1&2.206Robust Estimation of the Correlation Coefficient: An Attempt of SurveyGeorgy Shevlyakov0Pavel Smirnov1St. Petersburg State Polytechnic UniversitySt. Petersburg State Polytechnic UniversityVarious groups of robust estimators of the correlation coefficient are introduced. The performance of most prospective estimators is examined at contaminated normal distributions both on small and large samples, and the best of the proposed robust estimators are revealed.http://www.ajs.or.at/index.php/ajs/article/view/206
collection DOAJ
language English
format Article
sources DOAJ
author Georgy Shevlyakov
Pavel Smirnov
spellingShingle Georgy Shevlyakov
Pavel Smirnov
Robust Estimation of the Correlation Coefficient: An Attempt of Survey
Austrian Journal of Statistics
author_facet Georgy Shevlyakov
Pavel Smirnov
author_sort Georgy Shevlyakov
title Robust Estimation of the Correlation Coefficient: An Attempt of Survey
title_short Robust Estimation of the Correlation Coefficient: An Attempt of Survey
title_full Robust Estimation of the Correlation Coefficient: An Attempt of Survey
title_fullStr Robust Estimation of the Correlation Coefficient: An Attempt of Survey
title_full_unstemmed Robust Estimation of the Correlation Coefficient: An Attempt of Survey
title_sort robust estimation of the correlation coefficient: an attempt of survey
publisher Austrian Statistical Society
series Austrian Journal of Statistics
issn 1026-597X
publishDate 2016-02-01
description Various groups of robust estimators of the correlation coefficient are introduced. The performance of most prospective estimators is examined at contaminated normal distributions both on small and large samples, and the best of the proposed robust estimators are revealed.
url http://www.ajs.or.at/index.php/ajs/article/view/206
work_keys_str_mv AT georgyshevlyakov robustestimationofthecorrelationcoefficientanattemptofsurvey
AT pavelsmirnov robustestimationofthecorrelationcoefficientanattemptofsurvey
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