Variance stabilizing transformation and studentization for estimator of correlation coefficient

DOI10.1016/S0167-7152(99)00158-3zbMath0968.62026OpenAlexW2041363945MaRDI QIDQ1976501

Hironori Fujisawa

Publication date: 17 September 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00158-3

zbMATH Keywords

meanskewnessmissingnormal approximations

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10)

Related Items (3)

Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and Their Application ⋮ Estimation of Several Intraclass Correlation Coefficients ⋮ Advantages of Variance Stabilization

Cites Work

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• Maximum likelihood estimates for a bivariate normal distribution with missing data
• Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
• The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data
• Variance stabilizing transformations, studentization and the bootstrap
• Normalizing transformations of some statistics in multivariate analysis
• Effects of unpaired data for estimating an interclass correlation
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The bootstrap and Edgeworth expansion

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