Studies on Tests Using Fisher's Tanh−1 Transformation for Spearman's “Rho” and Kendall's “Tau” in Small Samples

DOI10.1002/BIMJ.4710260609zbMATH Open0599.62026OpenAlexW2125005800MaRDI QIDQ3734859FDOQ3734859

Authors:

Publication date: 1984

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710260609

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zbMATH Keywords

Kendall's tauSpearman's rhoz-transformationrank correlation coefficientsFisher's inverse tanh transformationMonte Carlo results on small sample distributionstrivariate normal model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• TESTS FOR RANK CORRELATION COEFFICIENTS. I

Cited In (3)

• Enhancing power of score tests for regression models via Fisher transformation
• New sigmoid-like function better than Fisher \(z\) transformation
• Evaluating the Significance Test When the Correlation Coefficient is Different from Zero in the Test of Hypothesis

Uses Software

• IMSL Numerical Libraries

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