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Robust Estimation of a Correlation Coefficient for ε-contaminated Bivariate Normal Distributions

机译:ε污染的二元正态分布的相关系数的鲁棒估计

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摘要

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.
机译:基于以下因素的相关系数的稳健估计:(i)样本相关系数的直接稳健类似物,(ii)相关性的非参数估计,(iii)稳健回归,(iv)方差主要成分的稳健估计,( v)参数的稳定估计,以及(vi)通过将样本相关系数应用于剩余观测值,初步从数据中去除异常值。研究了它们在大小样本上受污染的正常模型的应用,指出了从建议的最佳鲁棒估计。

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