Robustness of correlation coefficient and variance ratio under elliptical symmetry

zbMath1415.60015MaRDI QIDQ2376921

Anwar H. Joarder

Publication date: 26 June 2013

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: http://math.usm.my/bulletin/html/vol36_2_2.html

zbMATH Keywords

robustnesselliptical distributionscorrelation coefficientvariance ratiobivariate distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (2)

The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio ⋮ The mathematical expectation of sample variance: a general approach

This page was built for publication: Robustness of correlation coefficient and variance ratio under elliptical symmetry