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hasson
2006 Sep 25
0
Sampling distribution of correlation estimations derived from robust MCD and MVE methods
...MVE and MCD.
If anyone knows, or could point me to sources information that discuss the
issue of the sampling distribution of of cov.mve$cor and cov.mcd$cor and
their relations to the pearson's R, I would be very grateful.
I have put the simulation code I used here:
http://home.uchicago.edu/~uhasson/pearson-mcd-mve.R.txt
And an image of the resulting sampling distributions here:
http://home.uchicago.edu/~uhasson/correl.comparison.tiff
Sincerely,
Uri Hasson
The Brain Research Imaging Center
The University of Chicago
[[alternative HTML version deleted]]
2006 Sep 25
0
[PlainText Attempt] Sampling distribution of correlation estimations derived from robust MCD and MVE methods
...MVE and MCD.
If anyone knows, or could point me to sources information that discuss the
issue of the sampling distribution of of cov.mve$cor and cov.mcd$cor and
their relations to the pearson's R, I would be very grateful.
I have put the simulation code I used here:
http://home.uchicago.edu/~uhasson/pearson-mcd-mve.R.txt
And an image of the resulting sampling distributions here:
http://home.uchicago.edu/~uhasson/correl.comparison.tiff
Sincerely,
Uri Hasson
The Brain Research Imaging Center
The University of Chicago