Asymptotic expansion of the sample correlation coefficient under nonnormality

DOI10.1016/J.CSDA.2004.11.001MaRDI QIDQ2257587zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 25 February 2015

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2004.11.001

zbMATH Keywords

correlation coefficientEdgeworth expansionfourth cumulantsnonnormality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
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Cited in

(28)

• Asymptotic expansions in mean and covariance structure analysis
• On the estimators of model-based and maximal reliability
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample
• Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
• Asymptotic values and expansions for the correlation between different measures of spread
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
• Bias correction of the Akaike information criterion in factor analysis
• Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality
• Asymptotic convergence in distribution for spearman's rank correlation coefficient
• Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
• Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality
• Edgeworth expansion and normalizing transformation of ratio statistics and their application
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• Effects of nonnormality on the spart for the correlation coefficient: bivariate edgeworth series distribution
• DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT FOR NONNORMAL POPULATIONS
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS
• Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ
• Asymptotic expansions of the distributions of the polyserial correlation coefficients
• Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model
• Approximations to the Distribution of the Sample Coefficient Alpha Under Nonnormality
• Asymptotic cumulants of the parameters estimators in item response theory
• A Note on the Relationship Between the Phi Coefficient and the Tetrachoric Correlation Under Nonnormal Underlying Distributions
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
• The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions

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