A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling

DOI10.1016/J.JSPI.2004.06.006MaRDI QIDQ2581820zbMATH OpenOpenAlexFDO

Authors Gang Zheng, Reza Modarres

Publication date 10 January 2006

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.2004.06.006

zbMATH Keywords

Modified maximum likelihood estimationPartial likelihoodSample correlation coefficientUnbiased estimating equationVariance-stabilizing

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Concomitants and correlation estimates
• Estimation for a Common Correlation Coefficient in Bivariate Normal Distributions with Missing Observations
• Experimental Designs for Estimating the Correlation Between Two Destructively Tested Variables
• scientific article; zbMATH DE number 1423410 (Why is no real title available?)
• Inferences on the Correlation Coefficient in Bivariate Normal Populations From Ranked Set Samples
• Minimax variance estimation of a correlation coefficient for -contaminated bivariate normal distributions
• Modified maximum likelihood estimators based on ranked set samples
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
• U-Statistics and imperfect ranking in ranked set sampling
• Unbiased estimation of parameters by order statistics in the case of censored samples

Cited in

(15)

• Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling
• Robustness of the sample correlation -- the bivariate lognormal case
• Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling
• Test of the correlation coefficient in bivariate normal populations using ranked set sampling
• Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples
• Optimal allocation for estimating the correlation coefficient of morgenstern type bivariate exponential distribution by ranked set sampling with concomitant variable
• Test of the correlation coefficient in bivariate normal populations using ranked set sampling
• Estimation of the Correlation Coefficient Using Bivariate Ranked Set Sampling with Application to the Bivariate Normal Distribution
• Confidence intervals for the correlation from a bivariate normal
• Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
• On induced generalized record ranked set sampling and its role in bivariate model building
• Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation
• A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling
• Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study
• Imperfect extreme ranked set sampling design: a framework for robust and efficient inference

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