Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions

DOI10.1016/S0167-7152(02)00058-5zbMath0996.62027MaRDI QIDQ1613044

Nikita O. Vilchevski, Georgy L. Shevlyakov

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

correlation coefficientsminimax robustness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions ⋮ Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions ⋮ A new interpretation on the MMSE as a robust MEE criterion ⋮ A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling ⋮ Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Cites Work

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• Robust methods of estimation of correlation coefficients
• On robust estimation of a correlation coefficient
• Robust estimation and outlier detection with correlation coefficients
• Robust Estimation of a Location Parameter
• Robust Statistics

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