The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications

DOI10.1080/03610910801943735MaRDI QIDQ3625318zbMATH OpenOpenAlexFDO

Authors Rachel T. Fouladi, James H. Steiger

Publication date 12 May 2009

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

Full work available at URL https://doi.org/10.1080/03610910801943735

zbMATH Keywords

correlation coefficientFisher transformtest of significance

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• Evaluating the Significance Test When the Correlation Coefficient is Different from Zero in the Test of Hypothesis
• Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Null distribution of the sum of squared \(z\)-transforms in testing complete independence
• The comparison of interdependent correlations between optimal linear composites

Cited in

(6)

• Smooth extensions of Pearsons's product moment correlation and Spearman's rho
• An asymptotically optimal transform of Pearson's correlation statistic
• New sigmoid-like function better than Fisher z transformation
• Studies on Tests Using Fisher's Tanh−1 Transformation for Spearman's “Rho” and Kendall's “Tau” in Small Samples
• Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis
• Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ

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