Interval estimation for the normal correlation coefficient

DOI10.1016/J.SPL.2007.04.004MaRDI QIDQ2471241zbMATH OpenOpenAlexFDO

Authors Ye Sun, Augustine Wong

Publication date 22 February 2008

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

Full work available at URL https://doi.org/10.1016/j.spl.2007.04.004

zbMATH Keywords

canonical parameterconfidence distribution functionexponential family modelmodified signed log-likelihood ratio statistic

Mathematics Subject Classification ID

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

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Cites work

• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Approximations of marginal tail probabilities and inference for scalar parameters
• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 774827 (Why is no real title available?)
• scientific article; zbMATH DE number 800290 (Why is no real title available?)
• scientific article; zbMATH DE number 3251909 (Why is no real title available?)
• scientific article; zbMATH DE number 3083049 (Why is no real title available?)
• Modified signed log likelihood ratio

Cited in

(11)

• Confidence interval estimation of a common correlation coefficient
• Confidence intervals for the correlation coefficient
• Confidence distributions: a review
• Exact interval estimation, power calculation, and sample size determination in normal correlation analysis
• Exact Bayesian Higher Posterior Density Interval for the Correlation Coefficient of a Normal Bivariate Distribution
• Higher order accurate confidence intervals for smooth functions of means with application to the correlation coefficient
• Confidence intervals for the correlation from a bivariate normal
• Modern likelihood inference for the maximum/minimum of a bivariate normal vector
• Confidence Intervals for the Normal Multiple Correlation
• Interval estimation for the correlation coefficient
• A Statistical Inference Course Based on p-Values

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