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

DOI10.1016/j.jspi.2009.11.013zbMath1185.62058OpenAlexW1999962641MaRDI QIDQ2270263

Bhramar Mukherjee, Malay Ghosh, 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 ratioproprietydistribution functionssecond ordergeneralized variancecredible intervalshighest posterior densityfirst orderadjusted profile likelihoodconditional profile likelihoodposteriors

Mathematics Subject Classification ID

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

Related Items

Objective Bayesian testing for the correlation coefficient under divergence-based priors ⋮ Objective priors for common correlation coefficient in bivariate normal populations ⋮ Bayesian and likelihood-based inference for the bivariate normal correlation coefficient ⋮ Modern likelihood inference for the maximum/minimum of a bivariate normal vector ⋮ Uniformly implementable small sample integrated likelihood ratio test for one-way and two-way ANOVA under heteroscedasticity and normality ⋮ Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes

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