Testing Several Correlation Matrices Using Robust Approach
Background and Objective: The performance of classical Jennrich (J) statistic using classical estimators suffers from masking effects. To relieve the problem, robust estimators are recommended. In this study, a robust Jennrich statistic was proposed based on a S estimator (JS) and M estimator (JM) a...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Asian Network for Scientific Information
2017
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Subjects: | |
Online Access: | https://repo.uum.edu.my/id/eprint/24427/1/AJSR%2011%201%202018%2084-95.pdf |