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
β¦ LIBER β¦
Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
β Scribed by G.L. Shevlyakov; P.O. Smirnov; V.I. Shin; K. Kim
- Book ID
- 113726796
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 224 KB
- Volume
- 111
- Category
- Article
- ISSN
- 0047-259X
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