On the correlation between X and S^ 2

DOI10.1016/0167-7152(93)90148-CMaRDI QIDQ1209699zbMATH OpenOpenAlexFDO

Authors Henning Knautz, Götz Trenkler

Publication date 16 May 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90148-c

zbMATH Keywords

correlationarithmetic meansample variancenot identically distributedexisting third momentsnonnormal distribution

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Simultaneous estimation of expectation and covarianee matrix in linear models²

Cited in

(6)

• A note on the correlation betweenS 2 and the least squares estimator in the linear regression model
• When is the mean self-consistent?
• Characterization and inequalities based on the third moment
• On the covariance between the sample mean and variance
• scientific article; zbMATH DE number 2163520 (Why is no real title available?)
• The Sampling Variance ofr(X,Y) for UnrelatedXandY: A Simple Algebraic Demonstration

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