Inferences on correlation coefficients of bivariate log-normal distributions

This article considers inference on correlation coefficients of bivariate log-normal distributions. We developed generalized confidence intervals and hypothesis tests for the correlation coefficients, and extended the results to compare two independent correlations. Simulation studies show that the suggested methods work well. Two practical examples are used to illustrate the application of the proposed methods.

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Year of publication:	2015
Authors:	Zhang, Guoyi ; Chen, Zhongxue
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 42.2015, 3, p. 603-613
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011104792