Estimation of minimum and maximum correlation coefficients

DOI10.1016/j.spl.2018.08.010zbMath1407.60039OpenAlexW2891890794MaRDI QIDQ1726770

Jim X. Xiang

Publication date: 20 February 2019

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

Full work available at URL: https://doi.org/10.1016/j.spl.2018.08.010

zbMATH Keywords

asymptotic normalityL-statisticsstrong law of large numberminimum and maximum correlation coefficients

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Estimation of the correlation coefficient from a broken random sample
• Some asymptotic theory for the bootstrap
• Bivariate distributions with given marginals
• A Practical Way for Computing Approximate Lower and Upper Correlation Bounds
• Approximation Theorems of Mathematical Statistics
• Testing for correlation between non-negative variates
• A Bivariate Distribution Family with Specified Correlation Coefficient and Given Marginals

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