Distribution of the correlation coefficient for the class of bivariate elliptical models

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Distribution of the Correlation Coefficient for the Class of Bivariate Elliptical Models.pdf (2.94 MB)

Date

Authors

Anwar H. Joarder

Publisher

The Canadian Journal of Statistics

Keywords

Correlation coefficient , Pearson product-moment correlation , Bivariate elliptical model , Elliptically contoured distribution , Exact distribution , Maximum-likelihood estimator , Bivariate normal distribution , Robustness , Multivariate t-distribution , Stock market analysis

URI

https://repository.ulab.edu.bd/handle/123456789/1205

Collections

Anwarul Haque Joarder, PhD