Estimation for the bivariate normal correlation coefficient using asymptotic expansions

DOI10.1080/03610918008812177zbMath0452.62019OpenAlexW1591974703MaRDI QIDQ3899305

A. Winterbottom

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/03610918008812177

zbMATH Keywords

percentilescumulantsasymptotic expansionsnormalisationapproximate confidence limitsbivariate normal correlation coefficient

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Critical values of the sample product-moment correlation coefficient in the bivariate normal distribution ⋮ Higher order asymptotic expansions for the distribution of the sample correlation coefficient

Cites Work

• Cumulants of a transformed variate
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• A note on the probability integral of the correlation coefficient
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