Journal article
A robust test for testing the correlation coefficient
Abstract
A test based on Tiku's MML (modified maximum likelihood) estimators is developed for testing that the population correlation coefficient is zero. The test is compared with various other tests and shown to have good Type I error robustness and power for numerous symmetric and skew bivariate populations.
Authors
Tiku ML; Balakrishnan N
Journal
Communications in Statistics - Simulation and Computation, Vol. 15, No. 4, pp. 945–971
Publisher
Taylor & Francis
Publication Date
1986
DOI
10.1080/03610918608812554
ISSN
0361-0918