Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions

DOI10.1016/S0167-7152(02)00058-5zbMath0996.62027MaRDI QIDQ1613044

Nikita O. Vilchevski, Georgy L. Shevlyakov

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

correlation coefficients; minimax robustness

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, A new interpretation on the MMSE as a robust MEE criterion, Robust coefficients of correlation or spatial autocorrelation based on implicit weighting, A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling

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