Inferences based on a skipped correlation coefficient

Journal of Applied Statistics

Volumn 31, Issue 2, 2004, Pages 131-143

  Wilcox, Rand R ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Inferences; Pearson's correlation; Random variables; Skipped correlation coefficient

Indexed keywords

STATISTICAL ANALYSIS;

EID: 0442312339     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476032000148821     Document Type: Article

References (39)

1. Ammann, L. P. (1993) Robust singular value decompositions: a new approach to projection pursuit, Journal of the American Statistical Association, 88, pp. 505-514.
2. Andrews, D. F., Bickel, P. J., Hampel, F. R., Huber, P. J., Rogers, W. H. & Tukey, J. W. (1972) Robust Estimates of Location: Survey and Advances (Princeton, NJ: Princeton University Press).
3. Carling, K. (2000) Resistant outlier rules and the non-Gaussian case, Computational Statistics & Data Analysis, 33, pp. 249-258.
4. Davies, R. L. (1987) Asymptotic behavior of S-estimators of multivariate location parameters and dispersion matrices, Annals of Statistics, 15, pp. 1269-1292.
5. Devlin, S. J., Gnanadesikan, R. & Kettenring, J. R. (1981) Robust estimation of dispersion matrices and principal components, Journal of the American Statistical Association, 76, pp. 354-362.
6. Donoho, D. L. (1982) Breakdown properties of multivariate location estimators. PhD qualifying paper, Harvard University.
7. Donoho, D. L. & Gasko, M. (1992) Breakdown properties of location estimates based on halfspace depth and projected outlyingness, Annals of Statistics, 20, pp. 1803-1827.
8. Fung, W.-K. (1993) Unmasking outliers and leverage points: a confirmation, Journal of the American Statistical Association, 88, pp. 515-519.
9. Goldberg, K. M. & Iglewicz, B. (1992) Bivariate extensions of the boxplot, Technometrics, 34, pp. 307-320.
10. Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J. & Stahel, W. A. (1986) Robust Statistics (New York: Wiley).
11. Hoaglin, D. C. (1985) Summarizing shape numerically: the g-and-h distributions, in: D. Hoaglin, F. Mosteller & J. Tukey (Eds) Exploring Data Tables, Trends and Shapes (New York: Wiley).
12. Hoaglin, D. C., Iglewicz, B. & Tukey, J. W. (1986) Performance of some resistant rules for outlier labelling, Journal of the American Statistical Association, 81, pp. 991-999.
13. Hogg, R. V. & Craig, A. T. (1970) Introduction to Mathematical Statistics (New York: Macmillan).
14. Huber, P. J. (1981) Robust Statistics (New York: Wiley).
15. Kent, J. T. & Tyler, D. E. (1996) Constrained M-estimation for multivariate location and scatter, Annals of Statistics, 24, pp. 1346-1370.
16. Li, G. & Chen, Z. (1985) Projection-pursuit approach to robust dispersion and principal components: primary theory and monte carlo, Journal of the American Statistical Association, 80, pp. 759-766.
17. Liu, R. G., Parelius, J. M. & Singh, K. (1999) Multivariate analysis by data depth, Annals of Statistics, 27, pp. 783-840.
18. Lupuhaä, H. P. (1989) On the relation between S-estimators and M-estimators of multivariate location and covariance, Annals of Statistics, 17, pp. 1662-1683.
19. Marrona, R. (1976) Robust M-estimators of multivariate location and scatter, Annals of Statistics, 4, pp. 51-67.
20. Marrona, R. & Yohai, V. J. (1995) The behavior of the Stahel-Donoho robust multivariate estimator, Journal of the American Statistical Association, 90, pp. 330-341.
21. Mosteller, F. & Tukey, J. W. (1977) Data Analysis and Regression (Reading, MA: Addison-Wesley).
22. Pena, D. & Prieto, F. J. (2001) Multivariate outlier detection and robust covariance matrix estimation, Technometrics, 43, pp. 286-299.
23. Poon, W.-Y., Lew, S.-F. & Poon, Y. S. (2000) A local influence approach to identifying multiple outliers, British Journal of Mathematical and Statistical Psychology, 53, pp. 255-273.
24. Rocke, D. M. (1996) Robustness properties of S-estimators of multivariate location and shape in high dimension, Annals of Statistics, 24, pp. 1327-1345.
25. Rocke, D. M. & Woodruff, D. L. (1996) Identification of outliers in multivariate data, Journal of the American Statistical Association, 91, pp. 1047-1061.
26. Romanazzi, M. (1997) A schematic plot for bivariate data, Student, 2, pp. 149-158.
27. Rousseeuw, P. J. & Leroy, A. M. (1987) Robust Regression & Outlier Detection (New York: Wiley).
28. Rousseeuw, P. J. & van Driesen, K. (1999) A fast algorithm for the minimum covariance determinant estimator, Technometrics, 41, pp. 212-223.
29. Rousseeuw, P. J. & van Zomeren, B. C. (1990) Unmasking multivariate outliers and leverage points (with discussion), Journal of the American Statistical Association, 85, pp. 633-639.
30. Rousseeuw, P. J. & Ruts, I. (1996) AS 307: bivariate location depth, Applied Statistics, 45, pp. 516-526.
31. Rousseeuw, P. J., Ruts, I. & Tukey, J. W. (1999) The bagplot: a bivariate boxplot, American Statistician, 53, pp. 382-387.
32. Srivastava, M. S. & Awan, H. M. (1984) On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals, Communications in Statistics Theory and Methods, 13, pp. 371-382.
33. Stahel, W. A. (1981) Breakdown of covariance estimators. Research report 31, Fachgruppe für Statistik, E.T.H. Zürich.
34. Staudte, R. G. & Sheather, S. J. (1990) Robust Estimation and Testing (New York: Wiley).
35. Struyf, A. & Rousseeuw, P. J. (2000) High-dimensional computation of the deepest location, Computational Statistics & Data Analysis, 34, pp. 415-426.
36. Tyler, D. E. (1991) Some issues in the robust estimation of multivariate location and scatter, in: W. Stahel & S. Weisberg (Eds) Directions in Robust Statistics and Diagnostics. Part II, pp. 327-336 (New York: Spring-Verlag).
37. Wilcox, R. R. (1997) Introduction to Robust Estimation and Hypothesis Testing (San Diego, CA: Academic Press).
38. Woodruff, D. L. & Rocke, D. M. (1994) Computable robust estimation of multivariate location and shape in high dimension using compound estimators, Journal of the American Statistical Association, 89, pp. 888-896.
39. Zani, S., Riani, M. & Corbellini, A. (1998) Robust bivariate boxplots and multiple outlier detection, Computational Statistics & Data Analysis, 28, pp. 257-270.