On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers

DOI10.2307/3315176zbMath0551.62033OpenAlexW2040434214MaRDI QIDQ3343253

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Publication date: 1984

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315176

zbMATH Keywords

robustnessoutliercontaminationsignificancezero meanStudent's tFisher's zmixing proportionsarcsine transformationdifferent covariancesdistribution of the sample correlation coefficientmixture of two bivariate normal distributionsRuben's transformation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases ⋮ Optimal tests for no contamination in symmetric multivariate normal mixtures

Cites Work

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• Robustness to nonnormality of some transformations of the sample correlation coefficient
• Robust tests for spherical symmetry
• Some properties of an angular transformation for the correlation coefficient
• Robust estimation and outlier detection with correlation coefficients
• The Test of Significance for the Correlation Coefficient
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES

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