Article View: sci.math.stat
Article #797Re: Robust correlation
From: John W. Herman
Date: Thu, 21 Jan 1993 16:33
Date: Thu, 21 Jan 1993 16:33
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1277 bytes
vms@jyu.fi (Veli Matti Suppola) writes: >A few days ago I posted a question to this newsgroup. The question >was about robust correlation coefficients. >I got a few answers but I do know, that many of You know something >about this subject. >Thanks to all of You, who answered my question. >I am very grateful. >So, if You know something about robust correlation coefficients, >please let me know. I mean books, articles and so on. I'm not sure what you're trying to find. The Rank Correlation Coeffecient is a robust approximation to the true correlation. If you have symmetrical distributions, you can also look at sign matching. I'm sure that both of these have been mentioned to you by other people. Maybe a description of your problem would help elicit a better response.
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!paladin.american.edu!howland.reston.ans.net!spool.mu.edu!agate!dog.ee.lbl.gov!news!manta!herman From: herman@nosc.mil (John W. Herman) Subject: Re: Robust correlation Message-ID: <herman.727633991@phage> Keywords: robust, correlation Sender: usenet@nosc.mil (Network News) Organization: Naval Ocean Systems Center, San Diego, CA References: <1993Jan21.012621.21074@jyu.fi> Date: Thu, 21 Jan 1993 16:33:11 GMT Lines: 17