Variance stabilizing transformation and studentization for estimator of correlation coefficient

DOI10.1016/S0167-7152(99)00158-3MaRDI QIDQ1976501zbMATH OpenOpenAlexFDO

Authors Hironori Fujisawa

Publication date 17 September 2001

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

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00158-3

zbMATH Keywords

meanmissingnormal approximationsskewness

Mathematics Subject Classification ID

Point estimation (62F10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Effects of unpaired data for estimating an interclass correlation
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3892388 (Why is no real title available?)
• scientific article; zbMATH DE number 3030319 (Why is no real title available?)
• Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
• Maximum likelihood estimates for a bivariate normal distribution with missing data
• Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
• Normalizing transformations of some statistics in multivariate analysis
• The bootstrap and Edgeworth expansion
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data
• Variance stabilizing transformations, studentization and the bootstrap

Cited in

(10)

• Normalizing and variance stabilizing transformations for intraclass correlations
• Variance stabilizing transformations, studentization and the bootstrap
• How to transform correlated random variables into uncorrelated ones
• Variance-stabilizing and confidence-stabilizing transformations for the normal correlation coefficient with known variances
• Advantages of variance stabilization
• Edgeworth expansion and normalizing transformation of ratio statistics and their application
• scientific article; zbMATH DE number 3928103 (Why is no real title available?)
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Estimation of several intraclass correlation coefficients
• Asymptotics of the two-stage spatial sign correlation

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