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

DOI10.1016/J.JMVA.2012.04.020MaRDI QIDQ444955zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

correlationbiasrobustnesscontaminated normal distributionsindependent component distributions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Alternatives to the Median Absolute Deviation
• Fisher information and spline interpolation
• Highly robust estimation of dispersion matrices
• Independent component analysis, a new concept?
• Minimax variance estimation of a correlation coefficient for -contaminated bivariate normal distributions
• On a Measure of Dependence Between two Random Variables
• Robust Statistics
• Robust estimation and outlier detection with correlation coefficients

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(3)

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

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