Concepedia

Correlation Matrix Estimation

Correlation Matrix Estimation is a statistical method that belongs to the class of multivariate analysis techniques, specifically designed to estimate the pairwise correlation coefficients among multiple random variables from sample data while ensuring the resulting matrix is positive semi-definite and accurately reflects the underlying dependence structure.

1.4K

Publications

118.2K

Citations

2.7K

Authors

1.2K

Institutions

Publications per year

2017–2026

232

Parents

Publications

1.4K

Forming inferences about some intraclass correlation coefficients.

Kenneth O. McGraw, S. P. Wong · Psychological Methods · 1996 · 6.7K citations

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Tests for comparing elements of a correlation matrix.

James H. Steiger · Psychological Bulletin · 1980 · 4.4K citations

, , +14

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

, , +14

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations

, , +13

Rank Correlation Methods.

Roy C. Geary, M. G. Kendall · The Economic Journal · 1949 · 2.4K citations

, , +9

1–5 of 1.4K

Authors

2.7K

  1. JF
    Jianqing Fan

    Princeton University, United States

    8 publications · 763 citations

    8

    h-index

  2. MZ
    M.D. Zoltowski

    Purdue University West Lafayette, United States

    7 publications · 220 citations

    7

    h-index

  3. CC
    Christophe Croux

    KU Leuven, Belgium

    7 publications · 647 citations

    7

    h-index

  4. MV
    Mats Viberg

    Chalmers University of Technology, Sweden

    6 publications · 256 citations

    6

    h-index

  5. JR
    James R. Schott

    University of Central Florida, United States

    5 publications · 103 citations

    5

    h-index

1–5 of 2.7K

Institutions

1.2K

  1. Centre National de la Recherche Scientifique

    Paris, France

    17 h-index

    43 publications

    2.2K citations

  2. Stanford University

    Stanford, United States

    14 h-index

    22 publications

    3.3K citations

  3. University of Minnesota

    Minneapolis, United States

    14 h-index

    28 publications

    994 citations

  4. University of Michigan

    Ann Arbor, United States

    14 h-index

    24 publications

    4.4K citations

  5. University of Cambridge

    Cambridge, United Kingdom

    13 h-index

    24 publications

    5.6K citations

  6. University of California, Berkeley

    Berkeley, United States

    13 h-index

    29 publications

    6.4K citations

  7. Princeton University

    Princeton, United States

    13 h-index

    27 publications

    1.8K citations

  8. National University of Singapore

    Singapore, Singapore

    13 h-index

    28 publications

    1.4K citations

1–8 of 1.2K

Venues

  1. Biometrika

    64 publications · 8.3K citations

    36

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  2. Psychometrika

    36 publications · 8.2K citations

    26

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  3. Journal of the American Statistical Association

    36 publications · 7.5K citations

    24

    h-index

  4. IEEE Transactions on Signal Processing

    32 publications · 1.2K citations

    22

    h-index

  5. Multivariate Behavioral Research

    MBR · 29 publications · 3.8K citations

    21

    h-index

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