Unbiased estimator of correlation coefficient
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DOI: 10.1080/03610926.2020.1743314
Abstract: Abstract We study estimation of the correlation ρ in the multivariate linear model with uniform correlation structure. Unbiased estimator of ρ based on moment estimator proposed by Žežula (2006) is derived. Biased and unbiased estimators… read more here.
Keywords: correlation; correlation coefficient; estimator; unbiased estimator ... See more keywords