4. Use the function cov.mve(m,cor=TRUE) to compute the MVE correlation for the star data in Fig. 9.2.
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4. Use the function cov.mve(m,cor=TRUE) to compute the MVE correlation for the star data in Fig. 9.2. Compare the results to the Winsorized, percentage bend, skipped, and biweight correlations, as well as the M-estimate of correlation returned by the R function relfun.
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Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780128200988
5th Edition
Authors: Rand R. Wilcox
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