Interval Estimation for the Correlation Coefficient

DOI10.1080/00031305.2018.1437077zbMath1495.62043OpenAlexW821334680MaRDI QIDQ5869245

Xinjie Hu, Gengsheng Qin, Aekyung Jung

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2018.1437077

zbMATH Keywords

confidence intervalempirical likelihoodgeneralized pivotal quantityFisher's \(z\)-transformation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Objective Bayesian testing for the correlation coefficient under divergence-based priors ⋮ Influence function-based confidence intervals for the Kendall rank correlation coefficient

Cites Work

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• Generalized Confidence Intervals
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating the correlation coefficient in the presence of correlated observations from a bivariate normal population
• An analysis of variance test for normality (complete samples)
• A Multivariate Exponential Distribution
• Fiducial Generalized Confidence Intervals
• A note on the probability integral of the correlation coefficient

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