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A Method of Bivariate Trimming for Robust Estimation of the Correlation Coefficient

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  • A. C. Bebbington

Abstract

It is proposed that bivariate data should be trimmed of those points which define the convex hull, for robust estimation of the product‐moment correlation coefficient. Properties of this method are examined by a Monte Carlo investigation. Other applications are mentioned.

Suggested Citation

  • A. C. Bebbington, 1978. "A Method of Bivariate Trimming for Robust Estimation of the Correlation Coefficient," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(3), pages 221-226, November.
  • Handle: RePEc:bla:jorssc:v:27:y:1978:i:3:p:221-226
    DOI: 10.2307/2347156
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    Cited by:

    1. Govind Mudholkar & Deo Kumar Srivastava, 2000. "A class of robust stepwise alternatives to Hotelling's T 2 tests," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 599-619.
    2. Zani, Sergio & Riani, Marco & Corbellini, Aldo, 1998. "Robust bivariate boxplots and multiple outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 257-270, September.

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