Robustness of the sample correlation -- the bivariate lognormal case
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Publication:1302362
DOI10.1155/S1173912699000012zbMath0927.62026OpenAlexW2002221798MaRDI QIDQ1302362
T. P. Hutchinson, J. C. W. Rayner, Chin-Diew Lai
Publication date: 14 December 1999
Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120049
asymptotic expansionbiascorrelation coefficientsbivariate lognormalsample correlationnonnormalcumulant ratio
Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)
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