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Volumn 44, Issue 3, 2003, Pages 315-334

Estimators of the multiple correlation coefficient: Local robustness and confidence intervals

Author keywords

Influence function; Multiple correlation coefficient; R2 measure; Regression analysis; Robustness

Indexed keywords


EID: 0038648161     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-003-0158-7     Document Type: Article
Times cited : (25)

References (19)
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  • 9
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  • 10
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    • McKean, J.W.1    Sievers, G.L.2
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    • Romanazzi, M. (1992), "Influence in canonical correlation analysis", Psychometrika, 57, 237-259.
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    • Romanazzi, M.1
  • 14
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    • Robust regression by means of S-estimators
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    • Rousseeuw, P. J., and Yohai, V. J. (1984), Robust regression by means of S-estimators. In: Franke, J., Härdle W., Martin, R.D. (Eds.), Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics 26, New York: Springer Verlag.
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    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 15
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    • High breakdown point and high efficiency robust estimates for regression
    • Yohai, V. J. (1987), "High breakdown point and high efficiency robust estimates for regression", The Annals of Statistics, 15, 642-656.
    • (1987) The Annals of Statistics , vol.15 , pp. 642-656
    • Yohai, V.J.1
  • 17
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    • High breakdown-point estimates of regression by means of the minimization of an efficient scale
    • Yohai, V. J., and Zamar, R. H. (1988), "High breakdown-point estimates of regression by means of the minimization of an efficient scale," Journal of the American Statistical Association, 83 406-413.
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  • 19


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.