Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient

DOI10.1016/j.jmva.2009.12.011zbMath1181.62090OpenAlexW2063690466MaRDI QIDQ2267592

Haruhiko Ogasawara

Publication date: 1 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.011

zbMATH Keywords

Cornish-Fisher expansionEdgeworth expansionasymptotic cumulantstetrachoric correlation coefficientFisher's \(z\) transformationstudentized estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Contingency tables (62H17)

Related Items

Cornish-Fisher expansions about the \(F\)-distribution ⋮ Edgeworth–Cornish–Fisher–Hill–Davis expansions for normal and non-normal limits via Bell polynomials

Uses Software

• AS 70

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:5578526 Gaussian Quadratures for the Integrals � ∞ 0 exp(-x 2 )f(x)dx and � b 0 exp(-x 2 )f(x)dx]
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