Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications (Q2838145)
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scientific article; zbMATH DE number 6185265
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| English | Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications |
scientific article; zbMATH DE number 6185265 |
Statements
Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications (English)
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8 July 2013
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high-dimensional Gaussian random vectors
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sample correlation coefficient
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short Edgeworth-Chebyshev expansions
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computable error bound
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Bartlett correction
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Fisher transform
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0.8501461
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0.8300818
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0.82999766
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0.8288011
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