A robust maximum likelihood estimator for the correlation coefficient

MaRDI QIDQ3172583zbMATH OpenFDO

Authors John N. Haddad

Publication date 5 October 2011

zbMATH Keywords

robustnessmaximum likelihood estimatorcorrelation coefficient

Mathematics Subject Classification ID

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

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(11)

• scientific article; zbMATH DE number 2226216 (Why is no real title available?)
• Sensitivity and influence analysis of estimators of correlation coefficients
• Robust methods of estimation of correlation coefficients
• Consistency of the likelihood depth estimator for the correlation coefficient
• Estimation in Robert's correlation model for twin studies
• On The robusiness of Tesis of correlation coefficient in the presence of an outlier
• Robust estimation and test for Pearson's correlation coefficient
• On robust estimation of a correlation coefficient
• Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring
• Robust Inference for the Correlation Coefficient—A Parametric Method
• Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known

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