Robust estimation and test for Pearson's correlation coefficient

DOI10.1142/S2010326324500230MaRDI QIDQ6651145zbMATH OpenFDO

Authors Pengfei Liu, Shaochen Wang, Peng Zhao

Publication date 10 December 2024

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S2010326324500230

zbMATH Keywords

empirical likelihoodhypothesis testmedian-of-meansPearson's correlation coefficient

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• On robust estimation of a correlation coefficient
• scientific article; zbMATH DE number 2226216
• scientific article; zbMATH DE number 1301948
• scientific article; zbMATH DE number 1834005
• A robust maximum likelihood estimator for the correlation coefficient

Cites work

• Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• High-dimensional probability. An introduction with applications in data science
• scientific article; zbMATH DE number 3458071 (Why is no real title available?)
• scientific article; zbMATH DE number 3436645 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3083049 (Why is no real title available?)
• Interval estimation for the correlation coefficient
• Sub-Gaussian estimators of the mean of a random vector
• The space complexity of approximating the frequency moments

This page was built for publication: Robust estimation and test for Pearson's correlation coefficient

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6651145)