Robust estimation and test for Pearson's correlation coefficient

DOI10.1142/S2010326324500230MaRDI QIDQ6651145

Shaochen Wang, Peng Zhao, Pengfei Liu

Publication date: 10 December 2024

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

hypothesis testempirical likelihoodPearson's correlation coefficientmedian-of-means

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Empirical likelihood ratio confidence regions
• The space complexity of approximating the frequency moments
• Sub-Gaussian estimators of the mean of a random vector
• Empirical likelihood ratio confidence intervals for a single functional
• CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS
• High-Dimensional Probability
• Interval Estimation for the Correlation Coefficient
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