Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications

DOI10.1007/978-3-642-33549-5_13zbMath1367.62172OpenAlexW45482295MaRDI QIDQ2838145

Gerd Christoph, Yasunori Fujikoshi, Vladimir V. Ulyanov

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_13

zbMATH Keywords

Bartlett correctionsample correlation coefficientcomputable error boundFisher transformhigh-dimensional Gaussian random vectorsshort Edgeworth-Chebyshev expansions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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Non-asymptotic results for Cornish-Fisher expansions ⋮ On the real accuracy of approximation in the central limit theorem. II

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