Robust Inference for the Correlation Coefficient—A Parametric Method

DOI10.1081/STA-200045860zbMath1062.62110MaRDI QIDQ4678802

Tsung-Shan Tsou

Publication date: 23 May 2005

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

zbMATH Keywords

likelihood ratio testcorrelation coefficientbivariate normalrobust profile likelihood

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Parametric robust inference about regression parameters for the correlation coefficient

Cites Work

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• On a formula for the distribution of the maximum likelihood estimator
• A robust procedure for testing an assumed value of the population correlation coefficient
• On The robusiness of Tesis of correlation coefficient in the presence of an outlier
• Comparing Two Population Means and Variances: A Parametric Robust Way
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Robust Statistics
• Maximum Likelihood Estimation of Misspecified Models

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