Computer algebra application to the distribution of sample correlation coefficient

DOI10.1016/S0378-4754(97)00083-9MaRDI QIDQ1404684zbMATH OpenOpenAlexFDO

Authors Naoto Niki, Hiroki Hashiguchi, Shigekazu Nakagawa

Publication date 21 August 2003

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(97)00083-9

zbMATH Keywords

AlgorithmsProbabilityAsymptotic expansionPolynomialsComputer algebraIntegral equationsComputational methodsCorrelation methods

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Symbolic computation and algebraic computation (68W30)

Recommendations

• scientific article; zbMATH DE number 4115743
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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4115743 (Why is no real title available?)
• scientific article; zbMATH DE number 4189016 (Why is no real title available?)
• BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION
• DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT FOR NONNORMAL POPULATIONS
• Effects of transformations in higher order asymptotic expansions
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• Moments of elliptically distributed random variates
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• On the validity of the formal Edgeworth expansion
• TWO APPLICATIONS OF BIVARIATE k-STATISTICS

Cited in

(7)

• Holonomic properties and recurrence formula for the distribution of sample correlation coefficient
• Computing the Point-biserial Correlation under Any Underlying Continuous Distribution
• Recursive algorithm to directly obtain the sum of correlations in a CSS
• scientific article; zbMATH DE number 4115743 (Why is no real title available?)
• scientific article; zbMATH DE number 4189016 (Why is no real title available?)
• Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
• Calculation of a formal moment generating function by using a differential operator

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