Computer algebra application to the distribution of sample correlation coefficient

DOI10.1016/S0378-4754(97)00083-9zbMath1017.62507OpenAlexW2091067258MaRDI QIDQ1404684

Hiroki Hashiguchi, Naoto Niki, Shigakazu Nakagawa

Publication date: 21 August 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(97)00083-9

zbMATH Keywords

AlgorithmsComputer algebraProbabilityComputational methodsAsymptotic expansionPolynomialsIntegral equationsCorrelation methods

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Symbolic computation and algebraic computation (68W30)

Related Items (2)

Calculation of a formal moment generating function by using a differential operator ⋮ Recurrence formula on the joint distribution of sample skewness and kurtosis under normality

Uses Software

• REDUCE

Cites Work

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• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Moments of elliptically distributed random variates
• Effects of transformations in higher order asymptotic expansions
• On the validity of the formal Edgeworth expansion
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT FOR NONNORMAL POPULATIONS
• TWO APPLICATIONS OF BIVARIATE k-STATISTICS
• BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION

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