On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals

DOI10.1080/03610928408828688MaRDI QIDQ3683347zbMATH OpenOpenAlexFDO

Authors Hayat Muhammad Awan, Muni S. Srivastava

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828688

zbMATH Keywords

robustnessnon-normalitycontaminationdistribution of the correlation coefficientmixture of two bivariate normal distributions with common covariance matrixone sided testspower computationstwo sided tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

Cited in

(12)

• Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Linear rank tests for independence in bivariate distributions-power comparisons by simulation
• scientific article; zbMATH DE number 5019935 (Why is no real title available?)
• Robustness of the Multiple Correlation Coefficient When Sampling From a Mixture of Two Multivariate Normal Populations
• A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling
• On the Performance of the SPRT for Correlation Coefficient: Normal and Mixtures of Normal Populations
• On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
• The percentage bend correlation coefficient
• On the distribution of hotelling's t²and multiple correlation r²when sampling from a mixture of two normals
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Distribution of correlation coefficient under mixture normal model

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