Inferences on correlation coefficients in some classes of nonnormal distributions

DOI10.1006/jmva.1999.1858zbMath0977.62062OpenAlexW1996771719MaRDI QIDQ1975525

Ke-Hai Yuan, Peter M. Bentler

Publication date: 19 July 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1858

zbMATH Keywords

skewnesscanonical correlation coefficientsFisher's \(z\)-transformationkrutosispseudo elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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