Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
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Publication:5538607
DOI10.2307/2334076zbMath0156.39904OpenAlexW4298859464WikidataQ72912400 ScholiaQ72912400MaRDI QIDQ5538607
Publication date: 1966
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2334076
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An approximation to the distribution of the product of two dependent correlation coefficients ⋮ The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio ⋮ Inference procedures about population correlations under order restrictions ⋮ A test for independence of two sets of variables when the number of variables is large relative to the sample size ⋮ Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics ⋮ Life and Work of Bhaskar Kumar Ghosh ⋮ Statistical inference for a certain class of bivariate distributions ⋮ Confidence interval estimation of a common correlation coefficient ⋮ Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
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