Document Type

Article

Publication Title

Sankhya: The Indian Journal of Statistics

Publication Date

2010

Volume

72-B

Issue

Part 1

Disciplines

Mathematics

Abstract

This short note takes correlation coefficients as the starting point to obtain inferential results in linear regression. Under certain conditions, the population correlation coefficient and the sampling correlation coefficient can be related via a Taylor series expansion to allow inference on the coefficients in simple and multiple regression. This general method includes nonparametric correlation coefficients and so gives a universal way to develop regression methods. This work is part of a correlation estimation system that uses correlation coefficients to perform estimation in many settings, for example, time series, nonlinear and generalized linear models, and individual distributions.

Keywords

Correlation, rank statistics, linear regression, nonparametric, Kendall, greatest deviation correlation coefficient

Rights

© 2010 Indian Statistical Institute

Download

Included in

Mathematics Commons

Share

COinS