Correlation extrapolated

Publication date: Available online 23 August 2018Source: Statistics & Probability LettersAuthor(s): Pierre-André G. MaugisAbstractWe provide consistent and asymptotic normal estimators of correlation that corrects the bias induced by partial samples. Through examples, we show that the estimators behaves well in small-sample and yields powerful methodologies for non-linear regression as well as dependence testing.

Source: Statistics and Probability Letters - August 24, 2018 Category: Statistics Source Type: research