Robust Inference for the Correlation Coefficient—A Parametric Method

DOI10.1081/STA-200045860MaRDI QIDQ4678802zbMATH OpenFDO

Authors Tsung-Shan Tsou

Publication date 23 May 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200045860

zbMATH Keywords

bivariate normalcorrelation coefficientlikelihood ratio testrobust profile likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A robust procedure for testing an assumed value of the population correlation coefficient
• Comparing Two Population Means and Variances: A Parametric Robust Way
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Maximum Likelihood Estimation of Misspecified Models
• On a formula for the distribution of the maximum likelihood estimator
• On The robusiness of Tesis of correlation coefficient in the presence of an outlier
• Robust Statistics

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(14)

• On robust estimation of a correlation coefficient
• Robustness of correlation coefficient and variance ratio under elliptical symmetry
• Inferential procedures for correlation coefficients corrected for attenuation
• Robust likelihood inferences about regression parameters for general bivariate continuous data
• Advances and challenges in parametric and semi-parametric analysis for correlated data. Proceedings of the 2015 international symposium in statistics, ISS 2015, St. John's, Canada, July 6--8, 2015
• t-Statistic Based Correlation and Heterogeneity Robust Inference
• Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
• Robustness of Inference for One-sample Problem with Correlated Observations
• On estimating a transformation correlation coefficient
• scientific article; zbMATH DE number 2039395 (Why is no real title available?)
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
• Robust likelihood inferences for multivariate correlated data
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• Robust methods of estimation of correlation coefficients

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