A robust maximum likelihood estimator for the correlation coefficient
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Publication:3172583
zbMATH Open1228.62022MaRDI QIDQ3172583FDOQ3172583
Authors: John N. Haddad 
Publication date: 5 October 2011
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Cited In (11)
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known
- Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring
- Robust methods of estimation of correlation coefficients
- On The robusiness of Tesis of correlation coefficient in the presence of an outlier
- On robust estimation of a correlation coefficient
- Consistency of the likelihood depth estimator for the correlation coefficient
- Sensitivity and influence analysis of estimators of correlation coefficients
- Robust estimation and test for Pearson's correlation coefficient
- Estimation in Robert's correlation model for twin studies
- Title not available (Why is that?)
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