Bias reduction for nonparametric correlation coefficients under the bivariate normal copula assumption with known detection limits

DOI10.1002/CJS.5550360307zbMath1153.62324OpenAlexW1992626366MaRDI QIDQ5503547

Valeriy R. Korostyshevskiy, Lei Nie, Haitao Chu

Publication date: 15 January 2009

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

Full work available at URL: https://doi.org/10.1002/cjs.5550360307

zbMATH Keywords

bias reductiondetection limitKendall's tauleft censoringbivariate normal distributionSpearman's rhoPearson's correlation coefficientbivariate Gaussian copula mode

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Graphical methods in statistics (62A09)

Related Items (2)

Non-parametric confidence intervals for covariance and correlation ⋮ Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring

Uses Software

• NADA

Cites Work

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• Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
• Correlating Two Viral Load Assays with Known Detection Limits
• Censored Data and the Bootstrap
• A note on the attenuation of correlation
• Repeated measures with zeros
• Correlation in a singly truncated bivariate normal distribution II. Rank correlation
• Moments of the censored and truncated bivariate normal distribution

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