Distribution of the Serial Correlation Coefficient in a Circularly Correlated Universe
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Publication:5790327
DOI10.1214/aoms/1177730494zbMath0032.29504OpenAlexW2004360804WikidataQ93659662 ScholiaQ93659662MaRDI QIDQ5790327
Publication date: 1947
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730494
Related Items (5)
Bartlett-type corrections for some score tests in proper dispersion models ⋮ A distribution for a pair of unit vectors generated by Brownian motion ⋮ Some properties of a Cauchy family on the sphere derived from the Möbius transformations ⋮ The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions ⋮ Asymptotic expansions for the moments of serial correlation coefficients
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