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Robust correlation : theory and applications /

This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions, as well as discussing the related concepts of correlation matrices, partial correlation, canonical correlation, rank correlations, with the corresponding robust a...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Shevlyakov, Georgy L.
Autres auteurs: Oja, Hannu
Format: Électronique eBook
Langue:Inglés
Publié: Chichester, West Sussex, United Kingdom : Wiley, 2016.
Collection:Wiley series in probability and statistics
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • Classical Measures of Correlation
  • Robust Estimation of Location
  • Robust Estimation of Scale
  • Robust Estimation of Correlation Coefficients
  • Classical Measures of Multivariate Correlation
  • Robust Estimation of Scatter and Correlation Matrices
  • Nonparametric Measures of Multivariate Correlation
  • Applications to Exploratory Data Analysis: Detection of Outliers
  • Applications to Time Series Analysis: Robust Spectrum Estimation
  • Applications to Signal Processing: Robust Detection.