We show that the correlation between the estimates of two parameters is almost unchanged if they are each transformed in an arbitrary way. To be more specific, the correlation of two estimates is invariant (except for a possible sign change) up to a first order approximation, to smooth...

Consider a sample of independent and identical bivariate observations. Simple consistent confidence intervals for the variances, covariance, and correlation of the underlying population are obtained from their influence functions. They contrast with their confidence intervals obtained under the...