Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications (Q2838145)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications |
scientific article |
Statements
Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications (English)
0 references
8 July 2013
0 references
high-dimensional Gaussian random vectors
0 references
sample correlation coefficient
0 references
short Edgeworth-Chebyshev expansions
0 references
computable error bound
0 references
Bartlett correction
0 references
Fisher transform
0 references
