Higher order asymptotic expansions for the distribution of the sample correlation coefficient

DOI10.1080/03610918408812366zbMath0555.62020MaRDI QIDQ3218915

Sadanori Konishi, Naoto Niki

Publication date: 1984

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918408812366

zbMATH Keywords

median; sample correlation coefficient; higher order asymptotic expansion; normal sample; Cornish-Fisher inverse expansion for percentiles; t- approximation

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

65C99: Probabilistic methods, stochastic differential equations

Related Items

Calculation of a formal moment generating function by using a differential operator, Effects of transformations in higher order asymptotic expansions, Asymptotic expansions for the distribution of quadratic forms in normal variables, Computer algebra application to the distribution of sample correlation coefficient, Asymptotic expansion of the sample correlation coefficient under nonnormality

Uses Software

• REDUCE

Cites Work

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• On the validity of the formal Edgeworth expansion
• Estimation for the bivariate normal correlation coefficient using asymptotic expansions
• Normalizing transformations of some statistics in multivariate analysis
• An approximation to the distribution of the sample correlation coefficient
• On the sample correlation coefficient in the truncated bivariate normal population
• Generalized Asymptotic Expansions of Cornish-Fisher Type