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

Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R 2-measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R 2-coefficients are investigated. It is also shown...

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Veröffentlicht in:	Statistical papers (Berlin, Germany) Germany), 2003-07, Vol.44 (3), p.315-334
Hauptverfasser:	Croux, Cristophe, Dehon, Catherine
Format:	Artikel
Sprache:	eng
Schlagworte:	Confidence intervals Construction Correlation coefficients Estimators Normality Regression Regression analysis Robustness Robustness (mathematics) Spreads Statistical analysis Variables
Online-Zugang:	Volltext
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