Characterizing Tukey ℎ and ℎℎ-Distributions through 𝐿-Moments and the 𝐿-Correlation

Table 8

Correlation (strong) results for the conventional moment procedure.

(a) 𝑛=25

Parameter	Estimate	95% Bootstrap C.I.	Standard error	Relative bias%
𝜌^∗12=0.70	0.725	0.724, 0.727	0.0015	3.57
𝜌^∗13=0.70	0.723	0.722, 0.724	0.0014	3.29
𝜌^∗14=0.85	0.873	0.873, 0.874	0.0013	2.71
𝜌^∗23=0.70	0.718	0.716, 0.719	0.0014	2.57
𝜌^∗24=0.70	0.718	0.717, 0.719	0.0014	2.57
𝜌^∗34=0.70	0.712	0.710, 0.713	0.0014	1.71

(b) 𝑛=1000

Parameter	Estimate	95% Bootstrap C.I.	Standard error	Relative bias%
𝜌^∗12=0.70	0.7024	0.7021, 0.7027	0.00030	0.34
𝜌^∗13=0.70	0.7025	0.7023, 0.7028	0.00027	0.36
𝜌^∗14=0.85	0.8535	0.8532, 0.8536	0.00037	0.41
𝜌^∗23=0.70	0.7010	0.7008, 0.7013	0.00024	0.14
𝜌^∗24=0.70	0.7013	0.7011, 0.7015	0.00024	0.19
𝜌^∗34=0.70	0.7005	0.7003, 0.7007	0.00021	0.07