%0 Journal Article %1 springerlink:10.1007/s00362-003-0158-7 %A Croux, Cristophe %A Dehon, Catherine %C Berlin / Heidelberg %D 2003 %I Springer %J Statistical Papers %K r2 regression robust statistics %P 315-334 %R 10.1007/s00362-003-0158-7 %T Estimators of the multiple correlation coefficient: Local robustness and confidence intervals %U http://dx.doi.org/10.1007/s00362-003-0158-7 %V 44 %X Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R 2 -measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R 2 -coefficients are investigated. It is also shown how confidence intervals for the population multiple correlation coefficient can be constructed in the case of multivariate normality.

@article{springerlink:10.1007/s00362-003-0158-7, abstract = {Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R 2 -measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R 2 -coefficients are investigated. It is also shown how confidence intervals for the population multiple correlation coefficient can be constructed in the case of multivariate normality.}, added-at = {2012-02-21T17:40:50.000+0100}, address = {Berlin / Heidelberg}, affiliation = {Université Libre de Bruxelles ECARES, Faculté SOCO, and Institut de Statistique CP-114, Av. F.D. Roosevelt 50 1050 Brussels Belgium}, author = {Croux, Cristophe and Dehon, Catherine}, biburl = {https://www.bibsonomy.org/bibtex/2108d2372af273e7ae42aa2fa3ccb5799/vivion}, description = {Statistical Papers, Volume 44, Number 3 - SpringerLink}, doi = {10.1007/s00362-003-0158-7}, interhash = {dbedb0a0c28fd7805493b4a85ba977db}, intrahash = {108d2372af273e7ae42aa2fa3ccb5799}, issn = {0932-5026}, issue = {3}, journal = {Statistical Papers}, keyword = {Mathematics and Statistics}, keywords = {r2 regression robust statistics}, pages = {315-334}, publisher = {Springer}, timestamp = {2012-02-21T17:40:50.000+0100}, title = {Estimators of the multiple correlation coefficient: Local robustness and confidence intervals}, url = {http://dx.doi.org/10.1007/s00362-003-0158-7}, volume = 44, year = 2003 }