An approximation to the distribution of the sample correlation coefficient

DOI10.1093/BIOMET/65.3.654MaRDI QIDQ4172796zbMATH OpenOpenAlexFDO

Authors Sadanori Konishi

Publication date 1978

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/65.3.654

zbMATH Keywords

ApproximationCorrelation CoefficientDistributionNormal Samples

Mathematics Subject Classification ID

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

Cited in

(12)

• Normalizing and variance stabilizing transformations for intraclass correlations
• Effects of transformations in higher order asymptotic expansions
• Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
• Asymptotic properties of estimators of interclass correlation from familial data
• Inferences on correlation coefficients in some classes of nonnormal distributions
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• An approximation to the distribution of the product of two dependent correlation coefficients
• Confidence intervals for the correlation from a bivariate normal
• Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• A new class of spatial concentration measures

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