Testing Several Correlation Matrices Using Robust Approach

Background and Objective: The performance of classical Jennrich (J) statistic using classical estimators suffers from masking effects. To relieve the problem, robust estimators are recommended. In this study, a robust Jennrich statistic was proposed based on a S estimator (JS) and M estimator (JM) a...

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Bibliographic Details
Main Authors: Atiany, Tareq A.M., Sharif, Shamshuritawati
Format: Article
Language:English
Published: Asian Network for Scientific Information 2017
Subjects:
Online Access:http://repo.uum.edu.my/24427/1/AJSR%2011%201%202018%2084-95.pdf
http://repo.uum.edu.my/24427/
http://doi.org/10.3923/ajsr.2018.84.95
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