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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    Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
    scientific article; zbMATH DE number 6185265

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      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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