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Decision Theoretic Estimation of the Ratio of Variances in a Bivariate Normal Distribution

โœ Scribed by George Iliopoulos


Book ID
110330261
Publisher
Springer Japan
Year
2001
Tongue
English
Weight
612 KB
Volume
53
Category
Article
ISSN
0020-3157

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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