The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis

DOI10.1016/J.SPL.2011.02.026zbMath1218.62057OpenAlexW1986836090MaRDI QIDQ553001

Elias Masry

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.02.026

zbMATH Keywords

asymptotic normalityconvergence in probabilitymixing processescorrelation coefficient estimate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62M99)

Related Items (2)

Consistent causal inference from time series with PC algorithm and its time-aware extension ⋮ A fast independent component analysis algorithm for geochemical anomaly detection and its application to soil geochemistry data processing

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric regression estimation under mixing conditions
• Some mixing properties of time series models
• Kernel density estimation under dependence
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• On Strong Mixing Conditions for Stationary Gaussian Processes
• On the Strong Mixing Property for Linear Sequences
• Determination of the MA order of an ARMA process using sample correlations
• On estimating signal-to-noise ratio using the sample correlation coefficient (Corresp.)

This page was built for publication: The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis