Article ID Journal Published Year Pages File Type
10147249 Statistics & Probability Letters 2019 8 Pages PDF
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
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