Higher order asymptotic expansions for the distribution of the sample correlation coefficient

DOI10.1080/03610918408812366zbMath0555.62020OpenAlexW2070459839MaRDI QIDQ3218915

Naoto Niki, Sadanori Konishi

Publication date: 1984

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918408812366

zbMATH Keywords

mediansample correlation coefficienthigher order asymptotic expansionnormal sampleCornish-Fisher inverse expansion for percentilest- approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Effects of transformations in higher order asymptotic expansions ⋮ Asymptotic expansions for the distribution of quadratic forms in normal variables ⋮ Computer algebra application to the distribution of sample correlation coefficient ⋮ Calculation of a formal moment generating function by using a differential operator ⋮ Asymptotic expansion of the sample correlation coefficient under nonnormality

Uses Software

• REDUCE

Cites Work

• Unnamed Item
• On the validity of the formal Edgeworth expansion
• Estimation for the bivariate normal correlation coefficient using asymptotic expansions
• Normalizing transformations of some statistics in multivariate analysis
• An approximation to the distribution of the sample correlation coefficient
• On the sample correlation coefficient in the truncated bivariate normal population
• Generalized Asymptotic Expansions of Cornish-Fisher Type

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