Normal correlation coefficient of non-normal variables using piece-wise linear approximation

DOI10.1007/s00180-010-0195-3zbMath1226.62056OpenAlexW2061301684MaRDI QIDQ650723

Dimitris Kugiumtzis, Efthymia Bora-Senta

Publication date: 26 November 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0195-3

zbMATH Keywords

nonlinear dependencerandomization testtruncated normal distributionnormal-to-anything transform

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20)

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