Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions

DOI10.1016/J.JMVA.2012.04.020zbMATH Open1281.62128OpenAlexW2012466255MaRDI QIDQ444955FDOQ444955

Authors: V. I. Shin, G. L. Shevlyakov, P. O. Smirnov, K. Kim 

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.020

Recommendations

• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions
• scientific article; zbMATH DE number 1834005
• Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
• Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
• Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
• Estimating the correlation coefficient in the presence of correlated observations from a bivariate normal population

zbMATH Keywords

correlationbiasrobustnesscontaminated normal distributionsindependent component distributions

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Independent component analysis, a new concept?
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Statistics
• Title not available (Why is that?)
• Alternatives to the Median Absolute Deviation
• Title not available (Why is that?)
• On a Measure of Dependence Between two Random Variables
• Robust estimation and outlier detection with correlation coefficients
• Fisher information and spline interpolation
• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions
• Highly robust estimation of dispersion matrices

Cited In (3)

• Correlation extrapolated
• Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions

This page was built for publication: Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q444955)