Estimation of Correlation Coefficients by Ellipsoidal Trimming
D. M. Titterington
Journal of the Royal Statistical Society Series C, 1978, vol. 27, issue 3, 227-234
Abstract:
The ellipsoid of minimal content containing a set of points is used as a trimming device and as a direct means of estimating correlation coefficients for mid‐truncated data. Numerical results are presented for simulated data and for Fisher's data from Iris setosa plants.
Date: 1978
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:27:y:1978:i:3:p:227-234
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