Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes

DOI10.1080/00031305.2012.676329OpenAlexW1972532135WikidataQ34573525 ScholiaQ34573525MaRDI QIDQ5876887FDOQ5876887

Authors: Bailey K. Fosdick, Adrian E. Raftery 

Publication date: 2 February 2023

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

Full work available at URL: https://doi.org/10.1080/00031305.2012.676329

zbMATH Keywords

Bayes factorJeffreys priormaximum likelihood estimatoruniform priorBayesian testarc-sine prior

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (14)

• A Measure of 2 x 2 Association with Stable Variance and Approximately Normal Small-Sample Distribution: Planning Cost-Effective Studies
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• Measures of biomarker dependence using a copula-based multivariate epsilon–skew–normal family of distributions
• Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known
• Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
• The concept of sufficiency in conditional frequentist inference
• Tarpey, T., Ogden, R. T., Petkova, E., and Christensen R. (2014), “A Paradoxical Result in Estimating Regression Coefficients,”The American Statistician, 68, 271–276 (this issue): Comment by Peng Ding
• Correlations between random projections and the bivariate normal
• Bayes factors for testing order-constrained hypotheses on correlations
• Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
• Some asymptotic results for fiducial and confidence distributions
• Modified intrinsic Bayes factor for multivariate regression models
• Dynamic conditional angular correlation
• Consecutive Bayes factor for the mean vector

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