On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals

DOI10.1080/03610928408828688zbMath0567.62030OpenAlexW2093506789MaRDI QIDQ3683347

Hayat Muhammad Awan, Muni S. Srivastava

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828688

zbMATH Keywords

robustnessnon-normalitycontaminationtwo sided testsdistribution of the correlation coefficientmixture of two bivariate normal distributions with common covariance matrixone sided testspower computations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

The percentage bend correlation coefficient ⋮ Robustness of the Multiple Correlation Coefficient When Sampling From a Mixture of Two Multivariate Normal Populations ⋮ Linear rank tests for independence in bivariate distributions-power comparisons by simulation ⋮ Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution ⋮ Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population

Cites Work

• Unnamed Item
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

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