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...
Cote: | Libro Electrónico |
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Auteur principal: | |
Autres auteurs: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Chichester, West Sussex, United Kingdom :
Wiley,
2016.
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Collection: | Wiley series in probability and statistics
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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.