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Correlation extrapolated. (English) Zbl 1407.62210
Summary: We provide consistent and asymptotic normal estimators of correlation that corrects the bias induced by partial samples. Through examples, we show that the estimators behave well in small-sample and yields powerful methodologies for non-linear regression as well as dependence testing.
MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
62H10 Multivariate distribution of statistics
Software:
gam; tree
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