Resumo

ALONSO, CARLOS EDUARDO  e  MARTINEZ, JORGE. Biweight Variance and Correlation Functionsfor Normal Distributions. Rev.Colomb.Estad. [online]. 2010, vol.33, n.2, pp.295-305. ISSN 0120-1751.

In this paper, we have analized the behavior of the functional \varrho, associated to the bi weight correlation estimator -\widehat{\varrho}-, assuming the sampled population has a bivariate normal distribution. The purpose is to verify if the estimator \widehat{\varrho} is an unbiased estimator of the correlation coefficient ρ. The results show \varrho>ρ when ρ<0, \varrho<\rho when ρ>0, y when ρ=0. This results indicate \widehat{\varrho} is not an unbiased estimator of the correlation coefficient.

Palavras-chave : Correlation coefficient; M-estimate; Truncated distribution; Robust estimation.

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