4. Use the function cov.mve(m,cor=T)to compute the MVE correlation for the star data in Figure 9.2. Compare
Question:
4. Use the function cov.mve(m,cor=T)to compute the MVE correlation for the star data in Figure 9.2. Compare the results to the Winsorized, percentage bend, skipped, and biweight correlations as well the M-estimate of correlation returned by the S-PLUS function relfun.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780127515427
2nd Edition
Authors: Rand R. Wilcox
Question Posted: