Parametric robust inference about regression parameters for the correlation coefficient

DOI10.1080/02331880601013791zbMath1125.62016OpenAlexW2033933650MaRDI QIDQ5429693

Tsung-Shan Tsou, Chien-Hung Chen

Publication date: 3 December 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880601013791

zbMATH Keywords

correlation coefficientbivariate normalrobust likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions ⋮ Regression Diagnostic under Model Misspecification ⋮ Likelihood inference for correlated binary data without any information about the joint distributions ⋮ Determining the mean-variance relationship in generalized linear models -- A parametric robust way

Cites Work

• Quasi-likelihood functions
• Parametric Robust Regression Analysis of Contaminated Data
• Inferences of variance function – a parametric robust way
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Wald's Test as Applied to Hypotheses in Logit Analysis
• On the Probability of Observing Misleading Statistical Evidence
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Robust Inference for the Correlation Coefficient—A Parametric Method
• The Poisson Correlation Function
• Estimation for the bivariate Poisson distribution
• Robust Statistics
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: Parametric robust inference about regression parameters for the correlation coefficient