Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits

DOI10.1002/cjs.5550360307zbMath1153.62324MaRDI QIDQ5503547

Haitao Chu, Lei Nie, Valeriy R. Korostyshevskiy

Publication date: 15 January 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360307

zbMATH Keywords

bias reduction; detection limit; Kendall's tau; left censoring; bivariate normal distribution; Spearman's rho; Pearson's correlation coefficient; bivariate Gaussian copula mode

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H20: Measures of association (correlation, canonical correlation, etc.)

62A09: Graphical methods in statistics

Related Items

Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring

Uses Software

• NADA

Cites Work

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