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Estimators of the multiple correlation coefficient: Local robustness and confidence intervals

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  • Cristophe Croux
  • Catherine Dehon

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  • Cristophe Croux & Catherine Dehon, 2003. "Estimators of the multiple correlation coefficient: Local robustness and confidence intervals," Statistical Papers, Springer, vol. 44(3), pages 315-334, July.
    • Handle: RePEc:spr:stpapr:v:44:y:2003:i:3:p:315-334
    DOI: 10.1007/s00362-003-0158-7
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    References listed on IDEAS

    as
    1. McKean, Joseph W. & Sievers, Gerald L., 1987. "Coefficients of determination for least absolute deviation analysis," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 49-54, January.
    2. Mario Romanazzi, 1992. "Influence in canonical correlation analysis," Psychometrika, Springer;The Psychometric Society, vol. 57(2), pages 237-259, June.
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    Citations

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    Cited by:

    1. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2009. "Beware of ‘Good’ Outliers and Overoptimistic Conclusions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 437-452, June.
    2. Antonio Punzo & Salvatore Ingrassia & Antonello Maruotti, 2021. "Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions," Statistical Papers, Springer, vol. 62(3), pages 1519-1555, June.
    3. Adrover, Jorge G. & Donato, Stella M., 2015. "A robust predictive approach for canonical correlation analysis," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 356-376.
    4. Thieler, Anita M. & Fried, Roland & Rathjens, Jonathan, 2016. "RobPer: An R Package to Calculate Periodograms for Light Curves Based on Robust Regression," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 69(i09).
    5. Šárka Hudecová & Miroslav Šiman, 2021. "Testing symmetry around a subspace," Statistical Papers, Springer, vol. 62(5), pages 2491-2508, October.

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