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Correlation extrapolated

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  • Maugis, Pierre-André G.

Abstract

We provide consistent and asymptotic normal estimators of correlation that corrects the bias induced by partial samples. Through examples, we show that the estimators behave well in small-sample and yields powerful methodologies for non-linear regression as well as dependence testing.

Suggested Citation

  • Maugis, Pierre-André G., 2019. "Correlation extrapolated," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 89-95.
    • Handle: RePEc:eee:stapro:v:145:y:2019:i:c:p:89-95
    DOI: 10.1016/j.spl.2018.08.007
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    References listed on IDEAS

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    6. Charles A. Akemann & Andrew M. Bruckner & James B. Robertson & Stephen Simons & Max L. Weiss, 1983. "Conditional Correlation Phenomena with Applications to University Admission Strategies," Journal of Educational and Behavioral Statistics, , vol. 8(1), pages 5-44, March.
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