Robust inference for the correlation coefficient - A parametric method

研究成果: 雜誌貢獻期刊論文同行評審

2 引文 斯高帕斯(Scopus)

摘要

This article introduces a parametric robust way of making valid inferences for the correlation coefficient. More specifically, it will be demonstrated that the bivariate normal likelihood function can be made asymptotically valid for practically all underlying bivariate continuous distributions. The adjustment to the bivariate normal model that achieves the robustness property will be presented. Simulation studies will be performed to demonstrate the finite sample performance of the novel robust procedure.

原文???core.languages.en_GB???
頁(從 - 到)147-162
頁數16
期刊Communications in Statistics - Theory and Methods
34
發行號1
DOIs
出版狀態已出版 - 2005

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