Interval estimation for the correlation coefficient

DOI10.1080/00031305.2018.1437077MaRDI QIDQ5869245zbMATH OpenOpenAlexFDO

Authors Xinjie Hu, Aekyung Jung, Gengsheng Qin

Publication date 28 September 2022

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2018.1437077

zbMATH Keywords

confidence intervalempirical likelihoodgeneralized pivotal quantityFisher's \(z\)-transformation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3083049 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A note on the probability integral of the correlation coefficient
• An analysis of variance test for normality (complete samples)
• Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring
• Confidence interval estimation of a common correlation coefficient
• Confidence intervals for the correlation coefficient
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimating the correlation coefficient in the presence of correlated observations from a bivariate normal population
• Fiducial Generalized Confidence Intervals
• Generalized Confidence Intervals
• Interval estimation for the normal correlation coefficient
• Methodology and Algorithms of Empirical Likelihood

Cited in

(10)

• scientific article; zbMATH DE number 2226216 (Why is no real title available?)
• scientific article; zbMATH DE number 1974488 (Why is no real title available?)
• Confidence interval estimation of a common correlation coefficient
• Objective Bayesian testing for the correlation coefficient under divergence-based priors
• Large-scale correlation screening under dependence for brain functional connectivity network inference
• Influence function-based confidence intervals for the Kendall rank correlation coefficient
• Admissibility intervals for linear correlation coefficients
• Robust estimation and test for Pearson's correlation coefficient
• Unbiased estimator of correlation coefficient
• Regression and correlation analyses of a linear relation between random intervals

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