On robust bivariate and multivariate correlation coefficient
The main purpose of this paper is to formulate a robust correlation coefficient for high dimensional data in the presence of multivariate outliers. The proposed method is compared with the existing robust bivariate correlation based on Adjusted Winsorization data and the well-known Pearson’s correla...
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| フォーマット: | 論文 |
| 言語: | English |
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Editura Academia de studii economice
2019
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| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/81533/1/ROBUST.pdf http://psasir.upm.edu.my/id/eprint/81533/ http://www.ecocyb.ase.ro/Articles2019_2.htm |
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my.upm.eprints.815332021-05-07T23:44:56Z http://psasir.upm.edu.my/id/eprint/81533/ On robust bivariate and multivariate correlation coefficient Uraibi, Hassan Sami Midi, Habshah The main purpose of this paper is to formulate a robust correlation coefficient for high dimensional data in the presence of multivariate outliers. The proposed method is compared with the existing robust bivariate correlation based on Adjusted Winsorization data and the well-known Pearson’s correlation coefficient. The performance of our proposed method is investigated using artificial data and simulation study. An important implication of these findings is that the robust correlation based on RFCH estimator is more reliable and more efficient than the existing methods in all type of contamination scenarios. Editura Academia de studii economice 2019 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/81533/1/ROBUST.pdf Uraibi, Hassan Sami and Midi, Habshah (2019) On robust bivariate and multivariate correlation coefficient. Economic Computation and Economic Cybernetics Studies and Research, 53 (2). pp. 221-239. ISSN 0585-7511 http://www.ecocyb.ase.ro/Articles2019_2.htm 10.24818/18423264/53.2.19.13 |
| institution |
Universiti Putra Malaysia |
| building |
UPM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Putra Malaysia |
| content_source |
UPM Institutional Repository |
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http://psasir.upm.edu.my/ |
| language |
English |
| description |
The main purpose of this paper is to formulate a robust correlation coefficient for high dimensional data in the presence of multivariate outliers. The proposed method is compared with the existing robust bivariate correlation based on Adjusted Winsorization data and the well-known Pearson’s correlation coefficient. The performance of our proposed method is investigated using artificial data and simulation study. An important implication of these findings is that the robust correlation based on RFCH estimator is more reliable and more efficient than the existing methods in all type of contamination scenarios. |
| format |
Article |
| author |
Uraibi, Hassan Sami Midi, Habshah |
| spellingShingle |
Uraibi, Hassan Sami Midi, Habshah On robust bivariate and multivariate correlation coefficient |
| author_facet |
Uraibi, Hassan Sami Midi, Habshah |
| author_sort |
Uraibi, Hassan Sami |
| title |
On robust bivariate and multivariate correlation coefficient |
| title_short |
On robust bivariate and multivariate correlation coefficient |
| title_full |
On robust bivariate and multivariate correlation coefficient |
| title_fullStr |
On robust bivariate and multivariate correlation coefficient |
| title_full_unstemmed |
On robust bivariate and multivariate correlation coefficient |
| title_sort |
on robust bivariate and multivariate correlation coefficient |
| publisher |
Editura Academia de studii economice |
| publishDate |
2019 |
| url |
http://psasir.upm.edu.my/id/eprint/81533/1/ROBUST.pdf http://psasir.upm.edu.my/id/eprint/81533/ http://www.ecocyb.ase.ro/Articles2019_2.htm |
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1699238816666091520 |
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13.250246 |