Another look at the maximum entropy correlation coefficient |
| |
Authors: | Henri Theil Sartaj A Kidwai |
| |
Institution: | University of Florida, Gainesville, FL 32611, USA |
| |
Abstract: | A simulation experiment based on 10,000 trials shows that the Fisher transform of the maximum entropy correlation coefficient has a smaller bias than that of the sample correlation coefficient when the parent correlation ρ satisfies |ρ|?0.8, and a smaller root-mean-square error when |ρ|?0.95. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|