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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/206 |