Minimax variance estimation of a correlation coefficient for ε-contaminated bivariate normal distributions

Statistics and Probability Letters

Volumn 57, Issue 1, 2002, Pages 91-100

  Shevlyakov, Georgy L ^a   Vilchevski, Nikita O ^a  

^a PETER THE GREAT ST PETERSBURG POLYTECHNIC UNIVERSITY   (Russian Federation)

Author keywords

Correlation coefficient; Minimax robustness

Indexed keywords

EID: 0036507461     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00058-5     Document Type: Article

References (9)

1. Mathematical Methods of Statistics
2. Robust estimation and outlier detection with correlation coefficient
3. Robust estimates, residuals and outlier detection with multiresponse data
4. Robust Statistics
5. Robust estimation of a location parameter
6. Robust Statistics
7. Robust methods of estimation of a correlation coefficient
8. On robust estimation of a correlation coefficient