Variance stabilizing transformation and studentization for estimator of correlation coefficient
โ Scribed by Hironori Fujisawa
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 57 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A generalized sampling variance of correlation coefficients is derived for phenotypic, genetic and en vironmental correlations estimated from nested analyses of variance and covarianee for the equal number case. A numerical example is presented to estimate the sampling variance for the genetic corre
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