Estimation for the bivariate normal correlation coefficient using asymptotic expansions
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Publication:3899305
DOI10.1080/03610918008812177zbMath0452.62019MaRDI QIDQ3899305
Publication date: 1980
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918008812177
percentiles; cumulants; asymptotic expansions; normalisation; approximate confidence limits; bivariate normal correlation coefficient
62F25: Parametric tolerance and confidence regions
62E20: Asymptotic distribution theory in statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Higher order asymptotic expansions for the distribution of the sample correlation coefficient, Critical values of the sample product-moment correlation coefficient in the bivariate normal distribution
Cites Work