An approximation to the distribution of the sample correlation coefficient

DOI10.1093/biomet/65.3.654zbMath0391.62037OpenAlexW2079651919MaRDI QIDQ4172796

Sadanori Konishi

Publication date: 1978

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/65.3.654

zbMATH Keywords

ApproximationDistributionCorrelation CoefficientNormal Samples

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (12)

Effects of transformations in higher order asymptotic expansions ⋮ An approximation to the distribution of the product of two dependent correlation coefficients ⋮ Higher order asymptotic expansions for the distribution of the sample correlation coefficient ⋮ Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix ⋮ Inferences on correlation coefficients in some classes of nonnormal distributions ⋮ A new class of spatial concentration measures ⋮ Asymptotic expansion of the sample correlation coefficient under nonnormality ⋮ Confidence intervals for the correlation from a bivariate normal ⋮ Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring ⋮ Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population ⋮ Asymptotic properties of estimators of interclass correlation from familial data ⋮ Normalizing and variance stabilizing transformations for intraclass correlations

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