Bayesian and likelihood-based inference for the bivariate normal correlation coefficient

DOI10.1016/J.JSPI.2009.11.013MaRDI QIDQ2270263zbMATH OpenOpenAlexFDO

Authors Malay Ghosh, Bhramar Mukherjee, U. Santra, Dal Ho Kim

Publication date 18 March 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.11.013

zbMATH Keywords

matchinglikelihood ratiosecond ordergeneralized varianceproprietydistribution functionshighest posterior densityfirst ordercredible intervalsadjusted profile likelihoodconditional profile likelihoodposteriors

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(14)

• Analysis of the linear correlation coefficient using pseudo-likelihoods
• Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality
• scientific article; zbMATH DE number 1974488 (Why is no real title available?)
• Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
• Objective Bayesian testing for the correlation coefficient under divergence-based priors
• Exact Bayesian Higher Posterior Density Interval for the Correlation Coefficient of a Normal Bivariate Distribution
• Objective priors for the bivariate normal model
• Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
• On the equivalence of marginal and approximate conditional likelihoods for correlation parameters under a normal model
• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
• Modern likelihood inference for the maximum/minimum of a bivariate normal vector
• Objective priors for common correlation coefficient in bivariate normal populations
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
• Statistical methods for the bilateral correlated data

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