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Robust Correlation

- Theory and Applications

About Robust Correlation

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.

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  • Language:
  • English
  • ISBN:
  • 9781118493458
  • Binding:
  • Hardback
  • Pages:
  • 352
  • Published:
  • September 29, 2016
  • Dimensions:
  • 238x218x22 mm.
  • Weight:
  • 574 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Robust Correlation

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.

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