Rank correlation and product-moment correlation

From MaRDI portal
Publication:5788956

DOI10.1093/biomet/35.1-2.203zbMath0033.08102OpenAlexW2061913119MaRDI QIDQ5788956

P. A. P. Moran

Publication date: 1948

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/35.1-2.203




Related Items (19)

Kendall's tau for serial dependenceExplicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variablesMyths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τOn the distribution of the sample autocorrelation coefficientsTests of serial independence based on Kendall's processDistribution-free tests against serial dependence: Signed or unsigned ranks?Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise processMoments of the sampled autocovariances and autocorrelations for a Gaussian white-noise processA RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA modelSpatial circulants, with applicationsTesting serial independence via density-based measures of divergenceComputing moments of ratios of quadratic forms in normal variablesRao's score test in spatial econometricsEstimation in a first order autoregressive scheme with non—normal stable disturbancesTesting the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilitiesTesting serial correlations in high-dimensional time series via extreme value theoryTesting Weak Cross-Sectional Dependence in Large PanelsSome robust exact results on sample autocorrelations and tests of randomness




This page was built for publication: Rank correlation and product-moment correlation