The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications
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Publication:3625318
DOI10.1080/03610910801943735zbMath1319.62115OpenAlexW2149836749MaRDI QIDQ3625318
James H. Steiger, Rachel T. Fouladi
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
Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cites Work
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- Null distribution of the sum of squared \(z\)-transforms in testing complete independence
- The comparison of interdependent correlations between optimal linear composites
- A Monte-Carlo study of asymptotically robust tests for correlation coefficients
- Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics
- Evaluating the Significance Test When the Correlation Coefficient is Different from Zero in the Test of Hypothesis
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