On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers-Reference-Cited by-同舟云学术

On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers

Published:1984-06 Issue:2 Volume:12 Page:119-133
ISSN:0319-5724
Container-title:Canadian Journal of Statistics
language:en
Short-container-title:Can. J. Statistics

Author:

Srivastava M. S.,Lee G. C.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Further experiments on the sampling distribution of the correlation coefficient;Chesire;J. Amer. Statist. Assoc.,1932

2. Robust estimation and outlier detection with correlation coefficients;Devlin;Biometrika,1975

3. A Monte-Carlo study of asymptotically robust tests for correlation coefficients;Duncan;Biometrika,1973

4. Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population;Fisher;Biometrika,1915

5. On the ‘probable error’ of a coefficient of correlation reduced from a small sample;Fisher;Metron.,1921

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1. Sampling Distribution of Correlation;Synthesis Lectures on Mathematics & Statistics;2024

2. Optimal tests for no contamination in symmetric multivariate normal mixtures;Annals of the Institute of Statistical Mathematics;1993

3. A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases;Communications in Statistics - Simulation and Computation;1989-01

4. On Some ECF Procedures for Testing Independence;Time Series and Econometric Modelling;1987

5. A robust test for testing the correlation coefficient;Communications in Statistics - Simulation and Computation;1986