An asymptotically optimal transform of Pearson's correlation statistic

DOI10.3103/S1066530719040057zbMath1437.62087arXiv1907.11579OpenAlexW3001336227WikidataQ126288824 ScholiaQ126288824MaRDI QIDQ2304848

Iosif Pinelis

Publication date: 13 March 2020

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11579

zbMATH Keywords

copulashypothesis testingbivariate normal distributionFisher's \(z\) transformasymptotically optimal transformmodels of dependencePearson's correlation statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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An asymptotically optimal transform of Pearson's correlation statistic

Cites Work

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