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...

詳細記述

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書誌詳細
主要な著者: Uraibi, Hassan Sami, Midi, Habshah
フォーマット: 論文
言語:English
出版事項: Editura Academia de studii economice 2019
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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