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A robust test for testing the correlation...

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

January 1, 1986

DOI

10.1080/03610918608812554

ISSN

0361-0918

Associated Experts

Narayanaswamy Balakrishnan

Professor, Faculty of Science

Labels

Fields of Research (FoR)

49 Mathematical sciences 4905 Statistics 46 Information and computing sciences

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