The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
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Publication:553001
DOI10.1016/j.spl.2011.02.026zbMath1218.62057MaRDI QIDQ553001
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.02.026
asymptotic normality; convergence in probability; mixing processes; correlation coefficient estimate
60F05: Central limit and other weak theorems
62H20: Measures of association (correlation, canonical correlation, etc.)
62M99: Inference from stochastic processes
Cites Work
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