Robust correlation coefficient based on Qn estimator

Abstract

This paper presents a new robust correlation coefficient called Qn correlation coefficient. This coefficient is developed as an alternative for classical correlation coefficient as the performance of classical correlation coefficient is nasty under contamination data. This study applied robust scale estimator called Qn because this estimator have high breakdown point. Simulation studies are carried out in determining the performances of the new robust correlation coefficient. Clean and contamination data are generated in assessing the performance of these coefficient. The performances of the Qn correlation coefficient is compared with classical correlation coefficient based on the value of coefficient, average bias and standard error. The outcome of the simulation studies shows that the performance of Qn correlation coefficient is superior compared to the classical and existing robust correlation coefficient.