Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
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DOI: 10.1016/j.jmva.2012.04.020
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References listed on IDEAS
- Ma, Yanyuan & Genton, Marc G., 2001. "Highly Robust Estimation of Dispersion Matrices," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 11-36, July.
- Shevlyakov, Georgy L. & Vilchevski, Nikita O., 2002. "Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 91-100, March.
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Keywords
Correlation; Robustness; Bias; Independent component distributions; Contaminated normal distributions;All these keywords.
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