Inferences on correlation coefficients in some classes of nonnormal distributions

DOI10.1006/jmva.1999.1858zbMath0977.62062MaRDI QIDQ1975525

Ke-Hai Yuan, Peter M. Bentler

Publication date: 19 July 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1858

zbMATH Keywords

skewness; canonical correlation coefficients; Fisher's \(z\)-transformation; krutosis; pseudo elliptical distributions

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

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

Related Items

Robustness Properties of the Pitman–Morgan Test, Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with S-Systems, On the statistical computation of the sample multiple correlation moefficient, A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation, Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models

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