๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Asymptotic Mean and Variance of Gini Correlation for Bivariate Normal Samples

โœ Scribed by Weichao Xu; Hung, Y.S.; Niranjan, M.; Minfen Shen


Book ID
119823390
Publisher
IEEE
Year
2010
Tongue
English
Weight
806 KB
Volume
58
Category
Article
ISSN
1053-587X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Minimax variance estimation of a correla
โœ Georgy L. Shevlyakov; Nikita O. Vilchevski ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 115 KB

A minimax variance (in the Huber sense) estimator of a correlation coe cient for -contaminated bivariate normal distributions is given by the trimmed correlation coe cient. Consistency and asymptotic normality of this estimator are established, and the explicit expression for its asymptotic variance