Robust Estimators for the Correlation Measure to Resist Outliers in Data

被引：1

作者：

Sinsomboonthong, Juthaphorn ^{[1
]}

机构：

[1] Kasetsart Univ, Fac Sci, Dept Stat, Bangkok 10900, Thailand

来源：

JOURNAL OF MATHEMATICAL AND FUNDAMENTAL SCIENCES | 2016年 / 48卷 / 03期

关键词：

correlation coefficient; rank correlation coefficient; outliers; robustness; estimator;

D O I：

10.5614/j.math.fund.sci.2016.48.3.7

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The objective of this research was to propose a composite correlation coefficient to estimate the rank correlation coefficient of two variables. A simulation study was conducted using 228 situations for a bivariate normal distribution to compare the robustness properties of the proposed rank correlation coefficient with three estimators, namely, Spearman's rho, Kendall's tau and Plantagenet's correlation coefficients when the data were contaminated with outliers. In both cases of non-outliers and outliers in the data, it was found that the composite correlation coefficient seemed to be the most robust estimator for all sample sizes, whatever the level of the correlation coefficient.

引用

页码：263 / 275

页数：13

共 50 条

[1] Robust distance measure to detect outliers for categorical data
Sripriya, T. P.
Srinivasan, M. R.
Gallo, M.
SOFT COMPUTING, 2020, 24 (18) : 13557 - 13564
[2] Robust distance measure to detect outliers for categorical data
T. P. Sripriya
M. R. Srinivasan
M. Gallo
Soft Computing, 2020, 24 : 13557 - 13564
[3] Analysis of Mining Engineering Data Using Robust Estimators in the Presence of Outliers
Mathieu Sauvageau
Mustafa Kumral
Natural Resources Research, 2015, 24 : 305 - 316
[4] Analysis of Mining Engineering Data Using Robust Estimators in the Presence of Outliers
Sauvageau, Mathieu
Kumral, Mustafa
NATURAL RESOURCES RESEARCH, 2015, 24 (03) : 305 - 316
[5] The Performance of Classical and Robust Logistic Regression Estimators in the Presence of Outliers
Habshah, M.
Syaiba, B. A.
PERTANIKA JOURNAL OF SCIENCE AND TECHNOLOGY, 2012, 20 (02): : 313 - 325
[6] Tests for detection of outliers based on robust estimators of nuisance parameters
Pagurova, VI
Chizhikova, IL
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1996, 40 (02) : 390 - 397
[7] Performance of Some Improved Estimators and their Robust Versions in Presence of Multicollinearity and Outliers
Yasmin, Nusrat
Kibria, B. M. Golam
SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2025, : 173 - 219
[8] Large Dimensional Analysis of Robust M-Estimators of Covariance With Outliers
Morales-Jimenez, David
Couillet, Romain
McKay, Matthew R.
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2015, 63 (21) : 5784 - 5797
[9] Robust and sparse canonical correlation analysis for fault detection and diagnosis using training data with outliers
Luo, Lijia
Wang, Weida
Bao, Shiyi
Peng, Xin
Peng, Yigong
EXPERT SYSTEMS WITH APPLICATIONS, 2024, 236
[10] A comparison of location estimators for interlaboratory data contaminated with value and uncertainty outliers
Duewer, David Lee
ACCREDITATION AND QUALITY ASSURANCE, 2008, 13 (4-5) : 193 - 216

← 1 2 3 4 5 →