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

DOI10.1016/J.JSPI.2009.11.013zbMATH Open1185.62058OpenAlexW1999962641MaRDI QIDQ2270263FDOQ2270263

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

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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)

• Title not available (Why is that?)
• Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
• Exact Bayesian Higher Posterior Density Interval for the Correlation Coefficient of a Normal Bivariate Distribution
• Objective priors for the bivariate normal model
• Statistical methods for the bilateral correlated data
• Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality
• Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
• Objective Bayesian testing for the correlation coefficient under divergence-based priors
• Objective priors for common correlation coefficient in bivariate normal populations
• Analysis of the linear correlation coefficient using pseudo-likelihoods
• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
• On the equivalence of marginal and approximate conditional likelihoods for correlation parameters under a normal model
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
• Modern likelihood inference for the maximum/minimum of a bivariate normal vector

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