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

DOI10.1002/BIMJ.4710260609MaRDI QIDQ3734859zbMATH OpenOpenAlexFDO

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

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)

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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

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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