Robust correlation: theory and applications
Auteur :
Shevlyakov, Georgy L. / Oja, Hannu
Éditeur :
John Wiley & Sons Inc
ISBN :
9781118493458
Date de publication :
26 sept. 2016
Dimensions :
23,1 x 15,0 x 2,0 cm
Poids :
522 g
Langue :
Anglais
Pays d'origine :
USA
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 and non-robust estimation procedures.