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Robust Correlation: Theory and Applications

By Georgy L. Shevlyakov, Hannu Oja
Hardcover
$113.95
By Georgy L. Shevlyakov, Hannu Oja
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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. Every chapter contains a set of examples with simulated and real-life data.

Key features:

  • Makes modern and robust correlation methods readily available and u...

Categories

Science & TechnologyMathematicsProbability TheoryStatistics