Robust Correlation

"Robust Correlation" by Georgy L. Shevlyakov is an essential read for anyone interested in the intricacies of statistical analysis. Published in 2016 by John Wiley & Sons Inc, this hardback book spans 352 pages and delves into both classical and advanced concepts of correlation. Shevlyakov expertly explores robust versions of correlation, emphasizing their significance in modern statistical practices.

This insightful text covers a wide array of topics, including correlation matrices, partial correlation, canonical correlation, and rank correlations. Each concept is paired with both robust and non-robust estimation procedures, providing readers with a comprehensive understanding of correlation analysis from multiple perspectives. Ideal for researchers, statisticians, and students, "Robust Correlation" is your go-to guide for mastering the complexities of correlation within mathematical statistics.