𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust estimation of a correlation coefficient forɛ-contaminated bivariate normal distributions

✍ Scribed by Zh. V. Li; G. L. Shevlyakov; V. I. Shin

Book ID
110152505
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
39 KB
Volume
68
Category
Article
ISSN
0005-1179

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimax variance estimation of a correla
Minimax variance estimation of a correlation coefficient for ε-contaminated bivariate normal distributions
✍ Georgy L. Shevlyakov; Nikita O. Vilchevski 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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

Estimation of the average correlation co
Estimation of the average correlation coefficient for stratified bivariate data
✍ Linda M. Rubenstein; Charles S. Davis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 109 KB 👁 2 views

If the relationship between two ordered categorical variables X and Y is in uenced by a third categorical variable with K levels, the Cochran-Mantel-Haenszel (CMH) correlation statistic QC is a useful stratumadjusted summary statistic for testing the null hypothesis of no association between X and Y

Maximum likelihood estimation of the cor
Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
✍ Steven T. Garren 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 396 KB

The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla