Unbiased estimator of correlation coefficient
| Autor: | Daniel Klein, Ivan Žežula, Ondrej Hutník, Veronika Jurková |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: |
Statistics and Probability
normal distribution 021103 operations research Correlation coefficient 0211 other engineering and technologies Structure (category theory) t-distribution Estimator hypergeometric function 02 engineering and technology 01 natural sciences Correlation Normal distribution Moment (mathematics) 010104 statistics & probability Bias of an estimator unbiased estimator Applied mathematics 0101 mathematics Hypergeometric function Multivariate linear model Mathematics |
| Zdroj: | Communications in Statistics-Theory and Methods, 51(1), 95-115 |
| ISSN: | 0361-0926 |
| DOI: | 10.1080/03610926.2020.1743314 |
| Popis: | We study estimation of the correlation ρ in the multivariate linear model with uniform correlation structure. Unbiased estimator of ρ based on moment estimator proposed by Žežula (2006) is derived. Biased and unbiased estimators are compared by bias and mean square error under normal and t-distribution. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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