You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Robust Estimation and Outlier Detection with Correlation Coefficients
Susan J. Devlin, R. Gnanadesikan and J. R. Kettenring
Vol. 62, No. 3 (Dec., 1975), pp. 531-545
Stable URL: http://www.jstor.org/stable/2335508
Page Count: 15
You can always find the topics here!Topics: Estimators, Outliers, Correlations, Matrices, Correlation coefficients, Statistical variance, Statistical estimation, Simulations, Eigenvalues, Error rates
Were these topics helpful?See somethings inaccurate? Let us know!
Select the topics that are inaccurate.
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
Two graphical methods are proposed for identifying bivariate observations that may unduly influence the sample correlation coefficient. Secondly, robust estimators of correlation are developed and a Monte Carlo comparative study is made of these and other well-known estimators. Also considered are methods for developing positive-definite estimates of correlation matrices and extensions of robustness to other problems such as regression are mentioned.
Biometrika © 1975 Biometrika Trust