Consistency of the likelihood depth estimator for the correlation coefficient

DOI10.1007/s00362-012-0490-xzbMath1296.62112OpenAlexW1999058899MaRDI QIDQ2442676

Liesa Denecke, Christine H. Müller

Publication date: 1 April 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0490-x

zbMATH Keywords

consistencycorrelation coefficientGaussian copuladata depthparametric estimationlikelihood depth

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

A weighted localization of halfspace depth and its properties ⋮ Depth level set estimation and associated risk measures ⋮ Simple powerful robust tests based on sign depth ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ Simplified simplicial depth for regression and autoregressive growth processes

Uses Software

• alr3

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistency and robustness of tests and estimators based on depth
• Generalized Mahalanobis depth in the reproducing kernel Hilbert space
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Robust estimating equation based on statistical depth
• On a notion of data depth based on random simplices
• Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions
• Data depth, random simplices and multivariate dispersion
• Robust estimators and tests for bivariate copulas based on likelihood depth
• On depth and deep points: A calculus.
• Weak convergence and empirical processes. With applications to statistics
• Regression Depth
• Location–Scale Depth
• On the Concept of Depth for Functional Data

This page was built for publication: Consistency of the likelihood depth estimator for the correlation coefficient