Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10147249 | Statistics & Probability Letters | 2019 | 8 Pages |
Abstract
To generate correlated data for given marginal distributions, it is essential that the desired Pearson correlation coefficient is between the minimum and maximum correlation coefficients. In this paper, we consider estimation of the minimum and maximum correlation coefficients of continuous random variables X andY. A strong law of large numbers and asymptotic normality are established for the estimators studied in this paper.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jim X. Xiang,